INTRODUCTION TO STOCHASTIC MODELING

PINSKY, MARK

ISBN 10: 0123814162 / ISBN 13: 9780123814166

Edité par ELSEVIER SCIENCE & TECHNOLOGY, 2010

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N° de réf. du vendeur 9780123814166

Détails bibliographiques

Titre : INTRODUCTION TO STOCHASTIC MODELING

Éditeur : ELSEVIER SCIENCE & TECHNOLOGY

Date d'édition : 2010

Reliure : Couverture rigide

Etat : Usado - bueno

Edition : 4ème Édition

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Synopsis :

Book by Pinsky Mark Karlin Samuel

Présentation de l'éditeur:

Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, 4e, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.

New to this edition:

• Realistic applications from a variety of disciplines integrated throughout the text, including more biological applications
• Plentiful, completely updated problems
• Completely updated and reorganized end-of-chapter exercise sets, 250 exercises with answers
• New chapters of stochastic differential equations and Brownian motion and related processes
• Additional sections on Martingale and Poisson process

• Realistic applications from a variety of disciplines integrated throughout the text.

• Extensive end of chapter exercises sets, 250 with answers

• Chapter 1-9 of the new edition are identical to the previous edition

• New! Chapter 10 - Random Evolutions

• New! Chapter 11- Characteristic functions and Their Applications