Book by Paul G Hoel Sydney C Port Charles J Stone
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Vendeur : World of Books (was SecondSale), Montgomery, IL, Etats-Unis
Hardback. Etat : Good. The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts -- Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman-Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn-Minkowski inequality in convex geometry.This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis. N° de réf. du vendeur CIN0395120764G
Quantité disponible : 1 disponible(s)
Vendeur : World of Books Inc, Montgomery, IL, Etats-Unis
Hardback. Etat : Good. The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts -- Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman-Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn-Minkowski inequality in convex geometry.This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis. N° de réf. du vendeur CIN0395120764G
Quantité disponible : 1 disponible(s)
Vendeur : ThriftBooks-Dallas, Dallas, TX, Etats-Unis
Hardcover. Etat : Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. N° de réf. du vendeur G0395120764I3N00
Quantité disponible : 1 disponible(s)
Vendeur : ThriftBooks-Atlanta, AUSTELL, GA, Etats-Unis
Hardcover. Etat : Fair. No Jacket. Missing dust jacket; Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less. N° de réf. du vendeur G0395120764I5N01
Quantité disponible : 1 disponible(s)
Vendeur : ThriftBooks-Reno, Reno, NV, Etats-Unis
Hardcover. Etat : Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. N° de réf. du vendeur G0395120764I3N00
Quantité disponible : 1 disponible(s)
Vendeur : ThriftBooks-Atlanta, AUSTELL, GA, Etats-Unis
Hardcover. Etat : Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. N° de réf. du vendeur G0395120764I3N00
Quantité disponible : 1 disponible(s)
Vendeur : COLLINS BOOKS, Seattle, WA, Etats-Unis
Hardcoverf. Etat : Fair. 1st edition. 203pp, octavo, marked throughout, tight binding, soiled though heavily soiled boards, corner wear, owner's name. N° de réf. du vendeur 163083
Quantité disponible : 1 disponible(s)
Vendeur : BookAddiction (IOBA, IBooknet), Canterbury, Royaume-Uni
Hardcover. Etat : Poor. x, 204pp. Laminated pictorial paper-covered boards. 8vo. Spine cover previously detached (now taped on); heavy wear to extremities with paper worn through. Text block edges tanned. Lender's stamps and markings on front endpapers and copyright page, pages tanning; gutters cracked and strained, volume loose. Otherwise, internally neat and clean. N° de réf. du vendeur 037004
Quantité disponible : 1 disponible(s)
Vendeur : Miki Store, San Jose, CA, Etats-Unis
hardcover. Etat : Good. Pages are crisp and clean, no marking. Cover is good. Binding is tight/good. First page has a name. N° de réf. du vendeur a-bs23
Quantité disponible : 1 disponible(s)
Vendeur : Miki Store, San Jose, CA, Etats-Unis
hardcover. Etat : Good. This book has some underline, writing but still in good condition in general, no lost page, no tear. N° de réf. du vendeur bd-pa11
Quantité disponible : 1 disponible(s)