Stochastic Processes - Brossura

Parzen, Emanuel

Brossura

ISBN 10: 0898714419 ISBN 13: 9780898714418

Casa editrice: Society for Industrial and Applied Mathematics, 1987

Riassunto

Ideal for courses aiming to give examples of the variety of empirical phenomena for which stochastic processes provide mathematical models.

Su questo libro

Descrizione del libro

Ideal for courses aiming to give examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models. It introduces the methods of probability model building and provides the reader with mathematically sound techniques as well as the ability to further study the theory of stochastic processes.

Contenuti

Preface to the Classics Edition; Preface; Role of the Theory of Stochastic Processes; 1.Random Variables and Stochastic Processes; 2. Conditional Probability and Conditional Expectation; 3. Normal Processes and Covariance Stationary Processes; 4.Counting Processes and Poisson Processes; 5. Renewal Counting Processes; 6. Markov Chains: Discrete Parameter; 7. Markov Chains: Continuous Parameter; References; Author Index; Subject Index.

Dettagli dell'edizione

• Editore: Society for Industrial and Applied Mathematics
• Data di pubblicazione: 1987
• Lingua: Inglese
• ISBN 10: 0898714419
• ISBN 13: 9780898714418
• Rilegatura: Copertina flessibile
• Numero di pagine: 344
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile