Stochastic processes : an introduction
Author(s)
Bibliographic Information
Stochastic processes : an introduction
（Arnold texts in statistics）
Arnold, c2001
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Note
Includes index
Description and Table of Contents
Description
This textbook presents an accessible introduction to stochastic processes for students taking degree courses with a substantial mathematics or statistics content. The level of the book is appropriate for a second or third-year undergraduate course, and is based on the authors' extensive teaching experience. "Stochastic Processes" covers basic ideas on probability, before moving on to specific topics such as random walks, Markov chains, queues, reliability, and branching processes. The emphasis throughout is on techniques and illustrative examples. The book includes over 250 worked examples and problems and selection of appropriate simulations and projects on each chapter. A collection of sample programs in 'Mathematica' for each of these projects may be freely downloaded from a dedicated website. Many students find probability difficult; this engaging textbook will ensure a straightforward, pain-free introduction to stochastic processes. In addition to the end-of-chapter problems and answers, there will be a selection of appropriate simulations and projects on each chapter.
A collection of sample programs in 'Mathematica', for each of these projects will be freely available, and can be downloaded from a website based at Keele University.
Table of Contents
Some ideas on probability / Conditional probability and independence / Probability models and random variables / Markov processes.
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