APPLIED STOCHASTIC PROCESSES

Le Monde En Tique

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Ouvrage 9780387341712 : APPLIED STOCHASTIC PROCESSES
About this textbook
This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Weiner and Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, doubly stochastic processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. The book includes statistical tables and solutions to all the even-numbered problems.
Table of contents
Preface.- Review of probability theory.- Stochastic processes.- Markov chains.- Diffusion processes.- Poisson processes.- Queueing theory.- Appendix A. Statistical tables.- Appendix B. Answers to even-numbered exercises.- References.- Index

Auteur : LEFEBVRE
Editeur : TELOS
Nombre de pages : 384
Date de publication : 01 2007

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