Elements of Applied Stochastic Processes

U. Narayan Bhat, Gregory K. Miller (Autoren)

Buch | Hardcover

488 Seiten

2002 | 3rd edition
Wiley-Interscience (Verlag)
978-0-471-41442-1 (ISBN)

Artikel merken

This third edition of the successful Elements of Applied Stochastic Processes improves on the last edition by condensing the material and organizing it into a more teachable format. With more in-depth coverage of Markov chains and simple Markov process, the authors provide added emphasis to statistical inference in stochastic processes.

This 3rd edition of the successful Elements of Applied Stochastic Processes improves on the last edition by condensing the material and organising it into a more teachable format. It provides more in-depth coverage of Markov chains and simple Markov process and gives added emphasis to statistical inference in stochastic processes.

Integration of theory and application offers improved teachability
Provides a comprehensive introduction to stationary processes and time series analysis
Integrates a broad set of applications into the text
Utilizes a wealth of examples from research papers and monographs

U. NARAYAN BHAT, PhD, is Professor of Statistical Science and Operations Research as well as the Dean of Research and Graduate Studies at Southern Methodist University. GREGORY K. MILLER, PhD, is Associate Professor of Statistics at Stephen F. Austin State University.

Preface.

Stochastic Processes: Description and Definition.

Markov chains.

Irreducible Markov Chains with Ergodic States.

Branching Processes and Other Special Topics.

Statistical Inference for Markov Chains.

Applied Markov Chains.

Simple Markov Processes.

Statistical Inference for Simple Markov Processes.

Applied Markov Processes.

Renewal Processes.

Stationary Processes and Time Series Analysis.

Simulation and Markov Chain Monte Carlo.

Answers to Selected Exercises.

Appendix.

Author Index.

Subject Index.

Erscheint lt. Verlag	24.9.2002
Reihe/Serie	Wiley Series in Probability and Statistics
Zusatzinfo	Charts: 10 B&W, 0 Color; Tables: 28 B&W, 0 Color; Graphs: 5 B&W, 0 Color
Sprache	englisch
Maße	163 x 241 mm
Gewicht	894 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-471-41442-5 / 0471414425
ISBN-13	978-0-471-41442-1 / 9780471414421
Zustand	Neuware