Stochastic Processes: An Introduction, Second Edition - Brossura

Jones, Peter Watts; Smith, Peter

 
9781420099607: Stochastic Processes: An Introduction, Second Edition
Brossura
ISBN 10: 1420099604 ISBN 13: 9781420099607
Casa editrice: Chapman and Hall/CRC, 2009

Sinossi

Based on a highly popular, well-established course taught by the authors, Stochastic Processes: An Introduction, Second Edition discusses the modeling and analysis of random experiments using the theory of probability. It focuses on the way in which the results or outcomes of experiments vary and evolve over time.

The text begins with a review of relevant fundamental probability. It then covers several basic gambling problems, random walks, and Markov chains. The authors go on to develop random processes continuous in time, including Poisson, birth and death processes, and general population models. While focusing on queues, they present an extended discussion on the analysis of associated stationary processes. The book also explores reliability and other random processes, such as branching processes, martingales, and a simple epidemic. The appendix contains key mathematical results for reference.

Ideal for a one-semester course on stochastic processes, this concise, updated textbook makes the material accessible to students by avoiding specialized applications and instead highlighting simple applications and examples. The associated website contains Mathematica® and R programs that offer flexibility in creating graphs and performing computations.

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Informazioni sull?autore

Peter W. Jones is a professor and Pro Vice Chancellor for Research and Enterprise at Keele University in Staffordshire, UK.

Peter Smith is a Professor Emeritus in the School of Computing and Mathematics at Keele University in Staffordshire, UK.

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Editore
Chapman and Hall/CRC
Data di pubblicazione
2009
Lingua
Inglese
ISBN 10 
1420099604
ISBN 13 
9781420099607
Rilegatura
Copertina flessibile
Numero edizione
2
Numero di pagine
232
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9781138460300: Stochastic Processes: An Introduction, Second Edition

Edizione in evidenza

ISBN 10:  1138460303 ISBN 13:  9781138460300
Casa editrice: Chapman and Hall/CRC, 2017
Rilegato