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Introduction to Stochastic Processes

Language EnglishEnglish
Book Paperback
Book Introduction to Stochastic Processes Cinlar
Libristo code: 02569358
Publishers Dover Publications Inc., February 2013
Preface 1. Probability Spaces and Random Variables 2. Expectations and Independence 3. Bernoul... Full description
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19.86 €
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Preface 1. Probability Spaces and Random Variables 2. Expectations and Independence 3. Bernoulli Processes and Sums of Independent Random Variables 4. Poisson Processes 5. Markov Chains 6. Limiting Behavior and Applications of Markov Chains 7. Potentials, Excessive Functions, and Optimal Stopping of Markov Chains 8. Markov Processes 9. Renewal Theory 10. Markov Renewal Theory Afterword Appendix. Non-Negative Matrices References Answers to Selected Exercises Index of Notations Subject Index

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About the book

Full name Introduction to Stochastic Processes
Author Cinlar
Language English
Binding Book - Paperback
Date of issue 2013
Number of pages 416
EAN 9780486497976
ISBN 0486497976
Libristo code 02569358
Publishers Dover Publications Inc.
Weight 530
Dimensions 160 x 234 x 21

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
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