A Course In Stochastic Processes
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A First Course In Stochastic Processes
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Author : Samuel Karlin
language : en
Publisher: Academic Press
Release Date : 2012-12-02
A First Course In Stochastic Processes written by Samuel Karlin and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-02 with Mathematics categories.
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation phenomena associated with random sums, stationary stochastic processes, and diffusion theory.
A Second Course In Stochastic Processes
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Author : Samuel Karlin
language : en
Publisher: Gulf Professional Publishing
Release Date : 1981-05-12
A Second Course In Stochastic Processes written by Samuel Karlin and has been published by Gulf Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981-05-12 with Business & Economics categories.
Algebraic methods in markov chains; Ratio theorems of transition probabilities and applications; Sums of independent random variables as a markov chain; Order statistics, poisson processes, and applications; Continuous time markov chains; Diffusion processes; Compouding stochastic processes; Fluctuation theory of partial sums of independent identically distributed random variables; Queueing processes.
A Course In The Theory Of Stochastic Processes
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Author : Alexander D. Wentzell
language : en
Publisher: McGraw-Hill International Book Company
Release Date : 1981
A Course In The Theory Of Stochastic Processes written by Alexander D. Wentzell and has been published by McGraw-Hill International Book Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Mathematics categories.
A Course In Stochastic Processes
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Author : Denis Bosq
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
A Course In Stochastic Processes written by Denis Bosq and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and classical for a first course in Stochastic Processes at the senior/graduate level (lessons 1-12). To provide students with a view of statistics of stochastic processes, three lessons (13-15) were added. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. Several points of this text need to be elaborated, (1) The pedagogy is somewhat obvious. Since this text is designed for a one semester course, each lesson can be covered in one week or so. Having in mind a mixed audience of students from different departments (Math ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti vation of concepts, aspects of applications and computational procedures. Basically, we try to explain to beginners questions such as "What is the topic in this lesson?" "Why this topic?", "How to study this topic math ematically?". The exercises at the end of each lesson will deepen the stu dents' understanding of the material, and test their ability to carry out basic computations. Exercises with an asterisk are optional (difficult) and might not be suitable for homework, but should provide food for thought.
Basic Stochastic Processes
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Author : Zdzislaw Brzezniak
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Basic Stochastic Processes written by Zdzislaw Brzezniak and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.
A First Course In Stochastic Processes
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Author :
language : en
Publisher:
Release Date : 1975
A First Course In Stochastic Processes written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with categories.
A First Course In Stochastic Processes
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Author : Samuel Karlin (Mathématicien, Pologne, Etats-Unis)
language : en
Publisher:
Release Date : 1977
A First Course In Stochastic Processes written by Samuel Karlin (Mathématicien, Pologne, Etats-Unis) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with categories.
A First Course In Stochastic Processes
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Author : Samuel Karlin
language : en
Publisher:
Release Date : 1968
A First Course In Stochastic Processes written by Samuel Karlin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Stochastic processes categories.
A Course In Applied Stochastic Processes
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Author : A. Goswami
language : en
Publisher: Springer
Release Date : 2006-09-15
A Course In Applied Stochastic Processes written by A. Goswami and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-15 with Mathematics categories.
A First Course In Stochastic Models
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Author : Henk C. Tijms
language : en
Publisher: John Wiley and Sons
Release Date : 2003-07-22
A First Course In Stochastic Models written by Henk C. Tijms and has been published by John Wiley and Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-22 with Mathematics categories.
The field of applied probability has changed profoundly in the past twenty years. The development of computational methods has greatly contributed to a better understanding of the theory. A First Course in Stochastic Models provides a self-contained introduction to the theory and applications of stochastic models. Emphasis is placed on establishing the theoretical foundations of the subject, thereby providing a framework in which the applications can be understood. Without this solid basis in theory no applications can be solved. Provides an introduction to the use of stochastic models through an integrated presentation of theory, algorithms and applications. Incorporates recent developments in computational probability. Includes a wide range of examples that illustrate the models and make the methods of solution clear. Features an abundance of motivating exercises that help the student learn how to apply the theory. Accessible to anyone with a basic knowledge of probability. A First Course in Stochastic Models is suitable for senior undergraduate and graduate students from computer science, engineering, statistics, operations resear ch, and any other discipline where stochastic modelling takes place. It stands out amongst other textbooks on the subject because of its integrated presentation of theory, algorithms and applications.