Stochastic Processes An Introduction, Second Edition

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  • Engels
  • Paperback
  • 9781420099607
  • 06 oktober 2009
  • 232 pagina's
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Samenvatting

Based on a highly popular, well-established course taught by the authors, Stochastic Processes: An Introduction, Second Edition discusses the modeling and analysis of random experiments using the theory of probability. It focuses on the way in which the results or outcomes of experiments vary and evolve over time. The text begins with a review of relevant fundamental probability. It then covers several basic gambling problems, random walks, and Markov chains. The authors go on to develop random processes continuous in time, including Poisson, birth and death processes, and general population models. While focusing on queues, they present an extended discussion on the analysis of associated stationary processes. The book also explores reliability and other random processes, such as branching processes, martingales, and a simple epidemic. The appendix contains key mathematical results for reference. Ideal for a one-semester course on stochastic processes, this concise, updated textbook makes the material accessible to students by avoiding specialized applications and instead highlighting simple applications and examples. The associated website contains Mathematica (R) and R programs that offer flexibility in creating graphs and performing computations.

Productspecificaties

Inhoud

Taal
en
Bindwijze
Paperback
Oorspronkelijke releasedatum
06 oktober 2009
Aantal pagina's
232
Illustraties
Nee

Betrokkenen

Hoofdauteur
Peter Watts Jones
Tweede Auteur
Peter Watts Jones
Hoofduitgeverij
Taylor & Francis Ltd

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Editie
2nd New edition
Extra groot lettertype
Nee
Studieboek
Nee
Verpakking breedte
156 mm
Verpakking hoogte
234 mm
Verpakking lengte
234 mm
Verpakkingsgewicht
340 g

EAN

EAN
9781420099607

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