A first course in stochastic processes
著者
書誌事項
A first course in stochastic processes
Academic Press, c1975
2nd ed
- Solutions to problems
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注記
Solutions to problems (91 p. ; 23 cm.)
Place from 1975 printing's t.p. "New York, San Francisco, London". 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
Sequeal to: A second course in stochastic processes
Previous ed.: by Samuel Karlin, 1966
Includes bibliographical references and index
内容説明・目次
内容説明
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other.
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.
目次
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.
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