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Exercises Of Stochastic Processes


Exercises Of Stochastic Processes
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Basic Stochastic Processes


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.



Exercises Of Stochastic Processes


Exercises Of Stochastic Processes
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Author : Simone Malacrida
language : en
Publisher: Simone Malacrida
Release Date : 2022-12-19

Exercises Of Stochastic Processes written by Simone Malacrida and has been published by Simone Malacrida this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-19 with Mathematics categories.


In this book, exercises are carried out regarding the following mathematical topics: Markov chains and Markovian stochastic processes time-dependent and time-independent stochastic processes random walks and Brownian motion Initial theoretical hints are also presented to make the performance of the exercises understood.



Adventures In Stochastic Processes


Adventures In Stochastic Processes
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Author : Sidney I. Resnick
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-11

Adventures In Stochastic Processes written by Sidney I. Resnick 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 2013-12-11 with Mathematics categories.


Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.



Basics Of Applied Stochastic Processes


Basics Of Applied Stochastic Processes
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Author : Richard Serfozo
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-01-24

Basics Of Applied Stochastic Processes written by Richard Serfozo 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 2009-01-24 with Mathematics categories.


Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.



Stochastic Processes And Models


Stochastic Processes And Models
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Author : David Stirzaker
language : en
Publisher: OUP Oxford
Release Date : 2005-07-21

Stochastic Processes And Models written by David Stirzaker and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-07-21 with Mathematics categories.


Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools, in particular: random walks, renewals, Markov chains, martingales, the Wiener process model for Brownian motion, and diffusion processes, concluding with a brief account of the stochastic integral and stochastic differential equations as they arise in option-pricing. The text has been thoroughly class-tested and is ideal for an undergraduate second course in probability.



One Thousand Exercises In Probability


One Thousand Exercises In Probability
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Author : Geoffrey Grimmett
language : en
Publisher: Oxford University Press, USA
Release Date : 2020-07-16

One Thousand Exercises In Probability written by Geoffrey Grimmett and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-16 with Mathematics categories.


This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ exercises contained within are not merely drill problems, but have been chosen to illustrate the concepts, illuminate the subject, and both inform and entertain the reader. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales, diffusions, L�vy processes, stability and self-similarity, time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance. The text is intended to serve students as a companion for elementary, intermediate, and advanced courses in probability, random processes and operations research. It will also be useful for anyone needing a source for large numbers of problems and questions in these fields. In particular, this book acts as a companion to the authors' volume, Probability and Random Processes, fourth edition (OUP 2020).



Stochastic Processes


Stochastic Processes
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Author : Robert G. Gallager
language : en
Publisher: Cambridge University Press
Release Date : 2013-12-12

Stochastic Processes written by Robert G. Gallager and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-12 with Business & Economics categories.


The definitive textbook on stochastic processes, written by one of the world's leading information theorists, covering both theory and applications.



Basic Stochastic Processes A Course Through Exercises


Basic Stochastic Processes A Course Through Exercises
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Author : Brzezniak
language : en
Publisher:
Release Date : 2005-01-01

Basic Stochastic Processes A Course Through Exercises written by Brzezniak and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Sustainable development categories.


In Indian context.



Exercises In Probability


Exercises In Probability
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Author : L. Chaumont
language : en
Publisher: Cambridge University Press
Release Date : 2003-11-03

Exercises In Probability written by L. Chaumont and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-11-03 with Mathematics categories.


This book was first published in 2003. Derived from extensive teaching experience in Paris, this book presents around 100 exercises in probability. The exercises cover measure theory and probability, independence and conditioning, Gaussian variables, distributional computations, convergence of random variables, and random processes. For each exercise the authors have provided detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context. Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory.



Stochastic Processes


Stochastic Processes
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Author : Jyotiprasad Medhi
language : en
Publisher: New Age International
Release Date : 1994

Stochastic Processes written by Jyotiprasad Medhi and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Procesos estocásticos categories.


Aims At The Level Between That Of Elementary Probability Texts And Advanced Works On Stochastic Processes. The Pre-Requisites Are A Course On Elementary Probability Theory And Statistics, And A Course On Advanced Calculus. The Theoretical Results Developed Have Been Followed By A Large Number Of Illustrative Examples. These Have Been Supplemented By Numerous Exercises, Answers To Most Of Which Are Also Given. It Will Suit As A Text For Advanced Undergraduate, Postgraduate And Research Level Course In Applied Mathematics, Statistics, Operations Research, Computer Science, Different Branches Of Engineering, Telecommunications, Business And Management, Economics, Life Sciences And So On. A Review Of The Book In American Mathematical Monthly (December 82) Gives This Book Special Positive Emphasis As A Textbook As Follows: 'Of The Dozen Or More Texts Published In The Last Five Years Aimed At The Students With A Background Of A First Course In Probability And Statistics But Not Yet To Measure Theory, This Is The Clear Choice. An Extremely Well Organized, Lucidly Written Text With Numerous Problems, Examples And Reference T* (With T* Where T Denotes Textbook And * Denotes Special Positive Emphasis). The Current Enlarged And Revised Edition, While Retaining The Structure And Adhering To The Objective As Well As Philosophy Of The Earlier Edition, Removes The Deficiencies, Updates The Material And The References And Aims At A Border Perspective With Substantial Additions And Wider Coverage.