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Stochastic Processes
Paperback
Series: Dover Books on Mathematics
Fiction AnthologiesProbability & Statistics
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ISBN10: 0486796884
ISBN13: 9780486796888
Publisher: Dover Pubn Inc
Published: Jun 17 2015
Pages: 336
Weight: 0.95
Height: 0.60 Width: 6.10 Depth: 9.10
Language: English
ISBN13: 9780486796888
Publisher: Dover Pubn Inc
Published: Jun 17 2015
Pages: 336
Weight: 0.95
Height: 0.60 Width: 6.10 Depth: 9.10
Language: English
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.
Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine conditional probability and conditional expectation, normal processes and covariance stationary processes, and counting processes and Poisson processes. The text concludes with explorations of renewal counting processes, Markov chains, random walks, and birth and death processes, including examples of the wide variety of phenomena to which these stochastic processes may be applied. Numerous examples and exercises complement every section.
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