Articoli correlati a Essentials of Stochastic Processes
Sinossi
In its revised new edition, this book covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales and mathematical finance. Offers many examples and more than 300 carefully chosen exercises for better understanding.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Recensione
From the reviews of the second edition:
“The book consists of six chapters and 265 pages. ... Each chapter has a chapter summary before the exercises. The chapter summary restates the theorems of each section and adds short new commentary. ... With its many examples and applications, chosen from the broad experience of the author, this book is an excellent text for a course in applied probability.” (Myron Hlynka, Mathematical Reviews, February, 2014)
“This is the second edition of introductory text book on stochastic processes by Richard Durrett. ... The new edition contains many new examples and problems. The chapters have been reorganized to facilitate the learning process. ... The new edition makes the topic of stochastic processes even more accessible for undergraduate students and people coming from fields of applications.” (H. M. Mai, Zentralblatt MATH, Vol. 1244, 2012)
L'autore
Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreSpringer
- Data di pubblicazione2014
- ISBN 10 1489989676
- ISBN 13 9781489989673
- RilegaturaCopertina flessibile
- LinguaInglese
- Numero di pagine276
Compra nuovo
Visualizza questo articolo
EUR 63,47
EUR 3,52 per la spedizione in U.S.A.
Destinazione, tempi e costi
Risultati della ricerca per Essentials of Stochastic Processes
Foto dell'editore
Essentials of Stochastic Processes (Springer Texts in Statistics)
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo ABLIING23Mar2716030159300
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Essentials of Stochastic Processes
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 21509919-n
Quantità: 4 disponibili
Immagini fornite dal venditore
Essentials of Stochastic Processes
Editore:
Springer New York Jun 2014, 2014
ISBN 10: 1489989676
ISBN 13: 9781489989673
Nuovo
Taschenbuch
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is for a first course in stochastic processes taken by undergraduates or master's students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader's understanding The book has undergone a thorough revision since the first edition. There are many new examples and problems with solutions that use the TI-83 to eliminate the tedious details of solving linear equations by hand. Some material that was too advanced for the level has been eliminated while the treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved. For example, the difficult subject of martingales is delayed until its usefulness can be seen in the treatment of mathematical finance. Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer. 276 pp. Englisch. Codice articolo 9781489989673
Quantità: 2 disponibili
Foto dell'editore
Essentials of Stochastic Processes (Springer Texts in Statistics)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9781489989673_new
Quantità: Più di 20 disponibili
Foto dell'editore
Essentials of Stochastic Processes (Springer Texts in Statistics)
Da: Russell Books, Victoria, BC, Canada
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: New. 2nd ed. 2012. Special order direct from the distributor. Codice articolo ING9781489989673
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Essentials of Stochastic Processes
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 21509919-n
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Essentials of Stochastic Processes
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is for a first course in stochastic processes taken by undergraduates or master's students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader's understanding The book has undergone a thorough revision since the first edition. There are many new examples and problems with solutions that use the TI-83 to eliminate the tedious details of solving linear equations by hand. Some material that was too advanced for the level has been eliminated while the treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved. For example, the difficult subject of martingales is delayed until its usefulness can be seen in the treatment of mathematical finance. Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer. Codice articolo 9781489989673
Quantità: 1 disponibili
Foto dell'editore
Essentials of Stochastic Processes
Editore:
Springer-Verlag New York Inc., 2014
ISBN 10: 1489989676
ISBN 13: 9781489989673
Nuovo
Paperback / softback
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 457. Codice articolo C9781489989673
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Essentials of Stochastic Processes
Da: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 4213040
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Essentials of Stochastic Processes
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 21509919
Quantità: Più di 20 disponibili