Articles liés à Essentials of Stochastic Processes
Synopsis
This book is for a first course in stochastic processes taken by undergraduates or master,s students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader,s understanding The book has undergone a thorough revision since the first edition. There are many new examples and problems with solutions that use the TI-83 to eliminate the tedious details of solving linear equations by hand. Some material that was too advanced for the level has been eliminated while the treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved. For example, the difficult subject of martingales is delayed until its usefulness can be seen in the treatment of mathematical finance. Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.
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À propos de l?auteur
Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer-Verlag New York Inc.
- Date d'édition2012
- ISBN 10 1461436141
- ISBN 13 9781461436140
- ReliureRelié
- Langueanglais
- Numéro d'édition2
- Nombre de pages266
- Coordonnées du fabricantnon disponible
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Essentials of Stochastic Processes.
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New York, Springer, 2012
ISBN 10 : 1461436141
ISBN 13 : 9781461436140
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Essentials of Stochastic Processes (Springer Texts in Statistics)
Edité par
Springer, 2012
ISBN 10 : 1461436141
ISBN 13 : 9781461436140
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Couverture rigide
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Essentials of Stochastic Processes (Springer Texts in Statistics)
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