Elements of applied stochastic processes
著者
書誌事項
Elements of applied stochastic processes
（Wiley series in probability and mathematical statistics）
Wiley, c2002
3rd ed
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注記
"Wiley-Interscience"
Includes bibliographies and indexes
内容説明・目次
内容説明
This 3rd edition of the successful Elements of Applied Stochastic Processes improves on the last edition by condensing the material and organising it into a more teachable format. It provides more in-depth coverage of Markov chains and simple Markov process and gives added emphasis to statistical inference in stochastic processes.
Integration of theory and application offers improved teachability
Provides a comprehensive introduction to stationary processes and time series analysis
Integrates a broad set of applications into the text
Utilizes a wealth of examples from research papers and monographs
目次
Preface.
Stochastic Processes: Description and Definition.
Markov chains.
Irreducible Markov Chains with Ergodic States.
Branching Processes and Other Special Topics.
Statistical Inference for Markov Chains.
Applied Markov Chains.
Simple Markov Processes.
Statistical Inference for Simple Markov Processes.
Applied Markov Processes.
Renewal Processes.
Stationary Processes and Time Series Analysis.
Simulation and Markov Chain Monte Carlo.
Answers to Selected Exercises.
Appendix.
Author Index.
Subject Index.
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