The theory of stochastic processes

著者

• Cox, D. R. (David Roxbee)
• Miller, H. D. (Hilton David)

書誌事項

The theory of stochastic processes

D.R. Cox, H.D. Miller

（Science paperbacks, 134）

Chapman and Hall, 1977, c1965

注記

Originally published: London : Methuen, 1965

Bibliography: p. 378-385

Includes index

内容説明・目次

内容説明

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.

目次

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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詳細情報

• NII書誌ID(NCID): BA04681333
• ISBN:
  • 0412151707
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: London ; Tokyo
• ページ数/冊数: x, 398 p.
• 大きさ: 24 cm
• 分類:
  • LCC : QA274
  • DC19 : 519.2
• 件名:
  • PRECIS : Stochastic processes
  • LCSH : Stochastic processes
• 親書誌ID:
  • BA00263400