An Introduction to Stochastic Processes and Their Applications - Rilegato

Todorovic, Petar

Rilegato

ISBN 10: 038797783X ISBN 13: 9780387977836

Casa editrice: Springer Verlag, 1992

Riassunto

This graduate-level textbook presents an introduction to the theory of continuous parameter stochastical processes. It is designed to provide a systematic account of the basic concepts and methods from a modern point of view. The author emphasizes the study of the sample paths of the processes - an approach which engineers and scientists will appreciate since simple paths are often what are observed in experiments. In addition to six principal classes of stochastic processes (independent increments, stationary, strictly stationary, second order processes, Markov processes and discrete parameter martingales) which are discussed in some detail, there are also separate chapters on point processes, Brownian motion processes, and L2 spaces. The book is based on many years of lecture courses given by the author. Numerous examples and applications are presented and over 200 exercises are included to illustrate and explain the concepts discussed in the text.

Dettagli dell?edizione

• Editore: Springer Verlag
• Data di pubblicazione: 1992
• ISBN 10: 038797783X
• ISBN 13: 9780387977836
• Rilegatura: Copertina rigida
• Lingua: Inglese
• Numero di pagine: 289