Stochastic processes : an introduction

Author(s)

• Jones, P. W. (Peter Watts)
• Smith, Peter

Bibliographic Information

Stochastic processes : an introduction

Peter W. Jones, Peter Smith

（Texts in statistical science）

CRC Press, 2020, c2018

3rd ed

• : pbk

Note

Originally published in hardback, c2018

"A Chapman & Hall book"

Includes bibliographical references (p. 249-250) and index

Description and Table of Contents

Description

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.

Table of Contents

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

by "Nielsen BookData"

Details

• NCID: BD0511211X
• ISBN:
  • 9780367657604
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton
• Pages/Volumes: xiv, 255 p.
• Size: 24 cm
• Classification:
  • DC23 : 519.23
• Subject Headings:
  • LCSH : Stochastic processes
  • LCSH : Stochastic processes -- Problems, exercises, etc
• Parent Bibliography ID:
  • BA22776704