Stochastic Processes Problems And Solutions
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Stochastic Processes
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Author : Lajos Takács
language : en
Publisher:
Release Date : 1978
Stochastic Processes written by Lajos Takács and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with categories.
Stochastic Processes Problems And Solutions
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Author : L. Takacs
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Processes Problems And Solutions written by L. Takacs 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 Social Science categories.
It is not so very long ago that up-to-date text-books on statistics were almost non-existent. In the last few decades this deficiency has largely been remedied, but in order to cope with a broad and rapidly expanding subject many of these books have been fairly big and expensive. The success of Methuen's existing series of monographs, in physics or in biology, for example, stresses the value of short inexpensive treatments to which a student can turn for an introduc tion to, or a revision of, specialised topics. In this new Methuen series the still-growing importance of prob ability theory in its applied aspects has been recognised by coupling together Probability and Statistics; and included in the series are some of the newer applications of probability theory to stochastic models in various fields, storage and service problems, 'Monte Carlo' techniques, etc. , as well as monographs on particular statistical topics. M. S. BARTLETT ix AUTHOR'S PREFACE The theory of stochastic processes has developed in the last three decades. Its field of application is constantly expanding and at present it is being applied in nearly every branch of science. So far several books have been written on the mathematical theory of stochastic processes. The nature of this book is different because it is primarily a collection of problems and their solutions, and is intended for readers who are already familiar with probability theory.
Stochastic Process
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Author : L. Takacs
language : en
Publisher:
Release Date : 2014-01-15
Stochastic Process written by L. Takacs and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Stochastic Processes Problems And Solutions
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Author : L. Takacs
language : en
Publisher: Springer
Release Date : 1966-09
Stochastic Processes Problems And Solutions written by L. Takacs and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1966-09 with Juvenile Nonfiction categories.
Markov chains; Markov processes; Non-markovian processes; Solutions of problems.
Stochastic Processes
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Author : Lajos Takacs
language : en
Publisher:
Release Date : 1968
Stochastic Processes written by Lajos Takacs and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Probabilities categories.
Introduction To Probability Statistics And Random Processes
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Author : Hossein Pishro-Nik
language : en
Publisher:
Release Date : 2014-08-15
Introduction To Probability Statistics And Random Processes written by Hossein Pishro-Nik and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-15 with Probabilities categories.
The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.
Essentials Of Stochastic Processes
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Author : Richard Durrett
language : en
Publisher: Springer
Release Date : 2016-11-07
Essentials Of Stochastic Processes written by Richard Durrett and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-07 with Mathematics categories.
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Probability And Stochastic Processes
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Author : Roy D. Yates
language : en
Publisher: Wiley Global Education
Release Date : 2013-12-12
Probability And Stochastic Processes written by Roy D. Yates and has been published by Wiley Global Education this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-12 with Mathematics categories.
This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply math to practical engineering problems. The first seven chapters contain the core material that is essential to any introductory course. In one-semester undergraduate courses, instructors can select material from the remaining chapters to meet their individual goals. Graduate courses can cover all chapters in one semester.
Stochastic Processes And Applications
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Author : Grigorios A. Pavliotis
language : en
Publisher: Springer
Release Date : 2014-11-19
Stochastic Processes And Applications written by Grigorios A. Pavliotis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-19 with Mathematics categories.
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
Problems And Solutions In Stochastic Calculus With Applications
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Author : Patrik Albin
language : en
Publisher: World Scientific
Release Date : 2024-08-27
Problems And Solutions In Stochastic Calculus With Applications written by Patrik Albin and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-08-27 with Mathematics categories.
Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus with Applications (Third Edition) by Fima Klebaner. The current book is authored by three active researchers in the fields of probability, stochastic processes, and their applications in financial mathematics, mathematical biology, and more. The book features problems rooted in their ongoing research. Mathematical finance and biology feature pre-eminently, but the ideas and techniques can equally apply to fields such as engineering and economics.The problems set forth are accessible to students new to the subject, with most of the problems and their solutions centring on a single idea or technique at a time to enhance the ease of learning. While the majority of problems are relatively straightforward, more complex questions are also set in order to challenge the reader as their understanding grows. The book is suitable for either self-study or for instructors, and there are numerous opportunities to generate fresh problems by modifying those presented, facilitating a deeper grasp of the material.