The theory of stochastic processes
Author(s)
Bibliographic Information
The theory of stochastic processes
（Science paperbacks, 134）
Chapman and Hall, 1977, c1965
Available at / 58 libraries
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Research Institute for Economics & Business Administration (RIEB) Library , Kobe University図書
519.1-74-B081000055571
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National Institutes of Natural Sciences Okazaki Library and Information Center図
417.1/C899303310214
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Note
Originally published: London : Methuen, 1965
Bibliography: p. 378-385
Includes index
Description and Table of Contents
Description
This book provides an introductory account of the mathematical analysis of stochastic processes. It is helpful for statisticians and applied mathematicians interested in methods for solving particular problems, rather than for pure mathematicians interested in general theorems.
Table of Contents
1. Introduction 2. The Random Walk 3. Markov Chains 4. Markov Processes with Discrete States in Continuous Time 5. Markov Processes in Continuous Time with Continuous State Space 6. Non-Markovian Processes 7. Stationary Processes: Time Domain 8. Stationary Processes: Frequency Domain 9. Point Processes
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