A First Course in Stochastic Processes
Academic Press Inc
978-0-12-398552-1 (ISBN)
The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation phenomena associated with random sums, stationary stochastic processes, and diffusion theory.
Howard E. Taylor is a research chemist with the National Research Program, Water Resources Division, U.S. Geological Survey located in Boulder, Colorado. Dr. Taylor has played a major role over the past 25 years in the development of plasma spectrometric techniques in analytical chemistry, as reflected in his more than 150 technical publications and the presentation of numerous papers at national and international technical meetings. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years.
Preface. Elements of Stochastic Processes. Markov Chains. The Basic Limit Theorem of Markov Chains and Applications. Classical Examples of Continuous Time Markov Chains. Renewal Processes. Martingales. Brownian Motion. Branching Processes. Stationary Processes. Review of Matrix Analysis. Index.
| Erscheint lt. Verlag | 2.5.1975 |
|---|---|
| Verlagsort | San Diego |
| Sprache | englisch |
| Maße | 152 x 229 mm |
| Gewicht | 860 g |
| Themenwelt | Mathematik / Informatik ► Mathematik |
| ISBN-10 | 0-12-398552-8 / 0123985528 |
| ISBN-13 | 978-0-12-398552-1 / 9780123985521 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
| Haben Sie eine Frage zum Produkt? |
aus dem Bereich
