This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Rabi Bhattacharya is Professor of Mathematics at The University of Arizona. He is a Fellow of the Institute of Mathematical Statistics and a recipient of the U.S. Senior Scientist Humboldt Award and of a Guggenheim Fellowship. He has made significant contributions to the theory and application of Markov processes, and more recently, nonparametric statistical inference on manifolds. He has served on editorial boards of many international journals and has published several research monographs and graduate texts on probability and statistics.
Edward C. Waymire is Emeritus Professor of Mathematics at Oregon State University. He received a PhD in mathematics from the University of Arizona in the theory of interacting particle systems. His primary research concerns applications of probability and stochastic processes to problems of contemporary applied mathematics pertaining to various types of flows, dispersion, and random disorder. He is a former chief editor of the Annals of Applied Probability, and past president of the Bernoulli Society for Mathematical Statistics and Probability.
Both authors have co-authored numerous books, including A Basic Course in Probability Theory, which is an ideal companion to the current volume.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Vendeur : Sugarhouse Book Works, LLC, Salt Lake City, UT, Etats-Unis
hardcover. Etat : LikeNew. As pictured. Very slight edge wear. No marks or creases throughout. Nearly new. Carefully packed and promptly shipped. N° de réf. du vendeur 238IF80013X6
Quantité disponible : 1 disponible(s)
Vendeur : Book House in Dinkytown, IOBA, Minneapolis, MN, Etats-Unis
Hardcover. Etat : Very Good+. Very good+ hardcover copy. Interior appears free of markings. Binding is tight, sturdy, and square. Back cover has previous store's sticker, otherwise exterior looks great. Ships same or next business day from Dinkytown in Minneapolis, Minnesota. Due to the size/weight of this book extra charges may be requested for international shipping. N° de réf. du vendeur 332114
Quantité disponible : 1 disponible(s)
Vendeur : Academic US, Piscataway, NJ, Etats-Unis
Etat : New. Brand New. Excellent Customer Service. N° de réf. du vendeur 9783031009419
Quantité disponible : Plus de 20 disponibles
Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur RQLNCETOPZ
Quantité disponible : Plus de 20 disponibles
Vendeur : Basi6 International, Irving, TX, Etats-Unis
Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEOCT25-302261
Quantité disponible : 1 disponible(s)
Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. N° de réf. du vendeur 26395240371
Quantité disponible : 1 disponible(s)
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. This item is printed on demand. N° de réf. du vendeur 402218092
Quantité disponible : 1 disponible(s)
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Etat : New. N° de réf. du vendeur 18395240377
Quantité disponible : 1 disponible(s)
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.After recapping the essentials from Fourier analysis, the book begins with an introduction to the spectral representation of a stationary process. Topics in ergodic theory follow, including Birkhoff's Ergodic Theorem and an introduction to dynamical systems. From here, the Markov property is assumed and the theory of discrete parameter Markov processes is explored on a general state space. Chapters cover a variety of topics, including birth-death chains, hitting probabilities and absorption, the representation of Markov processes as iterates of random maps, and large deviation theory for Markov processes. A chapter on geometric rates of convergence to equilibrium includes a splitting condition that captures the recurrence structure of certain iterated maps in a novel way. A selection of special topics concludes the book, including applications of large deviation theory, the FKG inequalities, coupling methods, and the Kalman filter.Featuring many short chapters and a modular design, this textbook offers an in-depth study of stationary and discrete-time Markov processes. Students and instructors alike will appreciate the accessible, example-driven approach and engaging exercises throughout. A single, graduate-level course in probability is assumed. 468 pp. Englisch. N° de réf. du vendeur 9783031009419
Quantité disponible : 2 disponible(s)
Vendeur : moluna, Greven, Allemagne
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Offers an in-depth study of stationary and discrete-time Markov processesBuilds from simple examples to formal proofs, illuminating key ideas and computationsExplores special topics that include applications of large deviation theory, coupl. N° de réf. du vendeur 571802070
Quantité disponible : Plus de 20 disponibles