Stochastic processes and their applications
著者
書誌事項
Stochastic processes and their applications
Taylor & Francis, c2002
- タイトル別名
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Stochastische Prozesse für Ingenieure
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注記
"Titel der Originalausgabe: Beichelt, Frank: Stochastische Prozesse für Ingenieure. Copyright, B.G. Teubner, Stuttgart 1997"--T.p. verso
Includes bibliographical references (p. 319-322) and index
内容説明・目次
内容説明
This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and exercises, the author presents the subject in a comprehensible, practically oriented way, but he also includes some important proofs and theoretically challenging examples and exercises that will appeal to more mathematically minded readers. Solutions to most of the exercises are included either in an appendix or within the text.
目次
Probability Theory. Stochastic Processes. Poisson Processes. Renewal Processes. Discrete-Time Markov Chains. Continuous-Time Markov Chains. Wiener Processes. Spectral Analysis of Stationary Processes.
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