This concise, informal introduction to stochastic processes evolving with time was designed to meet the needs of graduate students not only in mathematics and statistics, but in the many fields in which the concepts presented are important, including computer science, economics, business, biological science, psychology, and engineering. With emphasis on fundamental mathematical ideas rather than proofs or detailed applications, the treatment introduces the following topics: Markov chains, with focus on the relationship ...
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This concise, informal introduction to stochastic processes evolving with time was designed to meet the needs of graduate students not only in mathematics and statistics, but in the many fields in which the concepts presented are important, including computer science, economics, business, biological science, psychology, and engineering. With emphasis on fundamental mathematical ideas rather than proofs or detailed applications, the treatment introduces the following topics: Markov chains, with focus on the relationship between the convergence to equilibrium and the size of the eigenvalues of the stochastic matrix Infinite state space, including the ideas of transience, null recurrence and positive recurrence The three main types of continual time Markov chains and optimal stopping of Markov chains Martingales, including conditional expectation, the optional sampling theorem, and the martingale convergence theorem Renewal process and reversible Markov chains Brownian motion, both multidimensional and one-dimensional Introduction to Stochastic Processes is ideal for a first course in stochastic processes without measure theory, requiring only a calculus-based undergraduate probability course and a course in linear algebra.
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Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $31.43, fair condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1995 by Chapman and Hall/CRC.
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Add this copy of Introduction to Stochastic Processes to cart. $43.46, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1995 by Chapman & Hall.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 500grams, ISBN: 9780412995118.
Add this copy of Introduction to Stochastic Processes to cart. $47.74, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1996 by Chapman And Hall/Crc.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 450grams, ISBN: 9780412995118.
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $83.43, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1995 by Chapman and Hall/CRC.
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $99.99, new condition, Sold by GridFreed rated 4.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1995 by Chapman and Hall/CRC.
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $137.92, new condition, Sold by Just one more Chapter, ships from Miramar, FL, UNITED STATES, published 1995 by Chapman and Hall/CRC.
