Stochastic Processes
Kluwer Academic Publishers (Verlag)
978-0-04-519017-1 (ISBN)
1 What is a Stochastic Process?.- 2 Results from Probability Theory.- 2.1 Introduction to probability theory.- 2.2 Bivariate distributions.- 2.3 Multivariate distributions.- 2.4 Probability generating functions.- 2.5 Characteristic functions.- 3 The Random Walk.- 3.1 The unrestricted random walk.- 3.2 Types of stochastic process.- 3.3 The gambler’s ruin.- 3.4 Generalisations of the random-walk model.- 4 Markov Chains.- 4.1 Definitions.- 4.2 Equilibrium distributions.- 4.3 Applications.- 4.4 Classification of the states of a Markov chain.- 5 The Poisson Process.- 6 Markov Chalns with Continuous Time Parameters.- 6.1 The theory.- 6.2 Applications.- 7 Non-Markov Processes in Continuous Time with Discrete State Spaces.- 7.1 Renewal theory.- 7.2 Population processes.- 7.3 Queuing theory.- 8 Diffusion Processes.- Recommendations For Further Reading.
| Erscheint lt. Verlag | 31.12.1974 |
|---|---|
| Reihe/Serie | Problem Solvers ; 14 |
| Zusatzinfo | 1 Illustrations, black and white; V, 93 p. 1 illus. |
| Verlagsort | Dordrecht |
| Sprache | englisch |
| Maße | 140 x 216 mm |
| Themenwelt | Schulbuch / Wörterbuch |
| Geisteswissenschaften | |
| Mathematik / Informatik ► Mathematik | |
| Naturwissenschaften | |
| Sozialwissenschaften | |
| ISBN-10 | 0-04-519017-8 / 0045190178 |
| ISBN-13 | 978-0-04-519017-1 / 9780045190171 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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