Stokastik
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Stochastic Processes: Basic Theory And Its Applications
Udgivet af World Scientific Publishing Co Pte Ltd
ISBN
9789812706263
Om denne bog
Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study t…
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Bogdetaljer
Forfatter
Narahari U Prabhu
Forlag
World Scientific Publishing Co Pte Ltd
Kategori
Stokastik
ISBN-13
9789812706263
EAN
9789812706263
Format
Indbundet
Sprog
Engelsk
sider
356
Produktbeskrivelse
Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.
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