Stochastic Processes: Holden-Day Series in Probability and Statistics - Couverture rigide

Parzen, Emanuel

Couverture rigide

ISBN 10 : 1258766442 ISBN 13 : 9781258766443

Editeur : Literary Licensing, LLC, 2013

Synopsis

Stochastic Processes: Holden-Day Series In Probability And Statistics is a comprehensive textbook written by Emanuel Parzen. The book provides an in-depth study of stochastic processes, which are mathematical models used to describe random phenomena that evolve over time. The book covers a wide range of topics, including Markov processes, Poisson processes, Brownian motion, and martingales. It also includes discussions on the applications of stochastic processes in various fields, such as finance, engineering, and physics.The book is divided into four parts, each focusing on different aspects of stochastic processes. Part I introduces the basic concepts of stochastic processes, such as probability spaces, random variables, and conditional expectations. Part II covers discrete-time Markov processes, including their properties, classification, and applications. Part III discusses continuous-time Markov processes, including Poisson processes, birth-death processes, and diffusion processes. Part IV covers martingales, which are stochastic processes that have a property of being fair games.The book is written in a clear and concise manner, with numerous examples and exercises to help readers understand the concepts. It is suitable for graduate students and researchers in mathematics, statistics, and related fields who want to deepen their understanding of stochastic processes. Overall, Stochastic Processes: Holden-Day Series In Probability And Statistics is an essential reference for anyone interested in the theory and applications of stochastic processes.This scarce antiquarian book is a facsimile reprint of the old original and may contain some imperfections such as library marks and notations. Because we believe this work is culturally important, we have made it available as part of our commitment for protecting, preserving, and promoting the world's literature in affordable, high quality, modern editions, that are true to their original work.

A propos du livre

Présentation de l'éditeur

This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions. Stochastic Processes is ideal for a course aiming to give examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models. It introduces the methods of probability model building and provides the reader with mathematically sound techniques as well as the ability to further study the theory of stochastic processes. Originally published in 1962, this was the first comprehensive survey of stochastic processes requiring only a minimal background in introductory probability theory and mathematical analysis. Stochastic Processes continues to be unique, with many topics and examples still not discussed in other textbooks.

Biographie 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: Literary Licensing, LLC
• Date d'édition: 2013
• Langue: anglais
• ISBN 10: 1258766442
• ISBN 13: 9781258766443
• Reliure: Relié
• Nombre de pages: 338
• Éditeur: Karlin Samuel
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible