A Course in Stochastic Processes: Stochastic Models and Statistical Inference: 34 - Rilegato

Hung T. Nguyen; Bosq, Denis

 
9780792340874: A Course in Stochastic Processes: Stochastic Models and Statistical Inference: 34

Sinossi

This volume is an introduction to stochastic processes and their statistics. Basic stochastic processes are developed from real world situations to the need for generating mathematical models, while at the same time students learn to apply theoretical models. The lessons cover basic stochastic processes such as Poisson processes, Markov chains, random walks, renewal theory, queuing theory, ARMA models, martingales, Brownian motion and diffusion processes. The statistical topics treated include the basic aspects of statistics of point processes, stationary processes and diffusion processes.

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Contenuti

Preface. 1. Basic Probability Background. 2. Modeling Random Phenomena. 3. Discrete-Time Markov Chains. 4. Poisson Processes. 5. Continuous-Time Markov Chains. 6. Random Walks. 7. Renewal Theory. 8. Queueing Theory. 9. Stationary Processes. 10. ARMA model. 11. Discrete-Time Martingales. 12. Brownian Motion and Diffusion Processes. 13. Statistics for Poisson Processes. 14. Statistics of Discrete-Time Stationary Processes. 15. Statistics of Diffusion Processes. A. Measure and Integration. B. Banach and Hilbert Spaces. List of Symbols. Bibliography. Partial Solutions to Selected Exercises. Index.

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Altre edizioni note dello stesso titolo

9789048147137: A Course in Stochastic Processes: Stochastic Models and Statistical Inference: 34

Edizione in evidenza

ISBN 10:  9048147131 ISBN 13:  9789048147137
Casa editrice: Springer, 2010
Brossura