Adventures in stochastic processes
著者
書誌事項
Adventures in stochastic processes
Birkhäuser, c1992
- : us
- : sz
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注記
Includes bibliographical references (p. [613]-616) and index
内容説明・目次
内容説明
Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.
目次
Preface * 1. Preliminaries: Discrete Index Sets and/or Discrete State Spaces * 2. Markov Chains * 3. Renewal Theory * 4. Point Processes * 5. Continuous Time Markov Chains * 6. Brownian Motion * 7. The General Random Walk * References * Index
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