Stochastic Processes - Couverture souple

Parzen, Emanuel

Couverture souple

ISBN 10 : 0486796884 ISBN 13 : 9780486796888

Editeur : Dover Publications Inc., 2015

Synopsis

Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.
Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine conditional probability and conditional expectation, normal processes and covariance stationary processes, and counting processes and Poisson processes. The text concludes with explorations of renewal counting processes, Markov chains, random walks, and birth and death processes, including examples of the wide variety of phenomena to which these stochastic processes may be applied. Numerous examples and exercises complement every section.

A propos du livre

À propos de l?auteur

Emanuel Parzen is the author of several highly regarded books on probability theory. He taught at Stanford from 1956 until 1970 and then at SUNY Buffalo, and in 1978 he was named Distinguished Professor at Texas A&M University.

Détails de l'édition

• Éditeur: Dover Publications Inc.
• Date d'édition: 2015
• Langue: anglais
• ISBN 10: 0486796884
• ISBN 13: 9780486796888
• Reliure: Broché
• Nombre de pages: 336
• Coordonnées du fabricant: non disponible
• Personne responsable: Soc. Agr. La Raia Ss; http://www.la-raia.it; ; Strada Monterotondo, 79; Novi Ligure; 15067; Italie