A second course in stochastic processes
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Bibliographic Information
A second course in stochastic processes
Academic Press, c1981
Available at / 117 libraries
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
dc19:519.2/k1462021118076
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Note
Continues: A first course in stochastic processes
The AP's headquarters moved from New York City in 1983. AP's book division is relocated to Orlando, and in 1987 it joins AP's journal div. in San Diego, Calif
Includes bibliographical references and index
Description and Table of Contents
Description
This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of
A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.
Table of Contents
Preface. Preface to A First Course. Preface to First Edition. Contents of A First Course. Algebraic Methods in Markov Chains. Ratio Theorems of Transition Probabilities and Applications. Sums of Independent Random Variables as a Markov Chain. Order Statistics, Poisson Processes, and Applications. Continuous Time Markov Chains. Diffusion Processes. Compounding Stochastic Processes. Fluctuation Theory of Partial Sums of Independent Identically Distributed Random Variables. Queueing Processes. Miscellaneous Problems. Index.
by "Nielsen BookData"