Sinossi
Designed for college mathematics students at all levels, this book grew from the author's lectures for advanced undergraduate courses at Canadian and United States universities, and from a postgraduate course at Calcutta University. It introduces discrete time Markov chain and second order stochastic analysis, and includes discussions of renewal theory, time series analysis, queuing theory, Brownian motions, and martingale theorems.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Contenuti
Introduction. Discrete Time Markov Chain. Random Walks. Renewal Theory. Branching Process. Continuous Time Discrete State Markov Processes. Poisson Process. Continuous Time and Continuous State Markov Process Time Series Analysis. Queuing Theory. Appendix I: Sample Paths of Brownian Motions. II: Second Order Stochastic Analysis. III: Stochastic Integral (Ito Integral). IV: Some Important Martingale Theorems. Solutions of Problems and Complements.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
