Stochastic processes : an introduction
著者
書誌事項
Stochastic processes : an introduction
（Texts in statistical science）
CRC Press, 2020, c2018
3rd ed
- : pbk
大学図書館所蔵 件 / 全1件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Originally published in hardback, c2018
"A Chapman & Hall book"
Includes bibliographical references (p. 249-250) and index
内容説明・目次
内容説明
Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on the analysis of associated stationary processes in queues.
The book also explores reliability and other random processes, such as branching, martingales, and simple epidemics. A new chapter describing Brownian motion, where the outcomes are continuously observed over continuous time, is included. Further applications, worked examples and problems, and biographical details have been added to this edition. Much of the text has been reworked. The appendix contains key results in probability for reference.
This concise, updated book makes the material accessible, highlighting simple applications and examples. A solutions manual with fully worked answers of all end-of-chapter problems, and Mathematica (R) and R programs illustrating many processes discussed in the book, can be downloaded from crcpress.com.
目次
Some Background on Probability
Some Gambling Problems
Random Walks
Markov Chains
Poisson Processes
Birth and Death Processes
Queues
Reliability and Renewal
Branching and Other Random Processes
Brownian Motion: Wiener Process. Computer Simulations and Projects
Answers and Comments on End-of-Chapter Problems
Appendix
References and Further Reading
「Nielsen BookData」 より
