A First Look at Stochastic Processes - Couverture rigide

Rosenthal, Jeffrey S

 
9789811207907: A First Look at Stochastic Processes
Couverture rigide
ISBN 10 : 9811207909 ISBN 13 : 9789811207907
Editeur : World Scientific Publishing Co Pte Ltd, 2019

Synopsis

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.

Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.

The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2019
Langue
anglais
ISBN 10 
9811207909
ISBN 13 
9789811207907
Reliure
Relié
Nombre de pages
214
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Allemagne

Autres éditions populaires du même titre

9789811208973: First Look At Stochastic Processes, A

Edition présentée

ISBN 10 :  9811208972 ISBN 13 :  9789811208973
Editeur : WSPC, 2019
Couverture souple