Stochastic Processes: An Introduction, Third Edition - Rilegato

Jones, Peter Watts; Smith, Peter

 
9781498778114: Stochastic Processes: An Introduction, Third Edition
Rilegato
ISBN 10: 1498778119 ISBN 13: 9781498778114
Casa editrice: Chapman and Hall/CRC, 2017

Sinossi

Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on the analysis of associated stationary processes in queues.

The book also explores reliability and other random processes, such as branching, martingales, and simple epidemics. A new chapter describing Brownian motion, where the outcomes are continuously observed over continuous time, is included. Further applications, worked examples and problems, and biographical details have been added to this edition. Much of the text has been reworked. The appendix contains key results in probability for reference.

This concise, updated book makes the material accessible, highlighting simple applications and examples. A solutions manual with fully worked answers of all end-of-chapter problems, and Mathematica® and R programs illustrating many processes discussed in the book, can be downloaded from crcpress.com.

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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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Chapman and Hall/CRC
Data di pubblicazione
2017
Lingua
Inglese
ISBN 10 
1498778119
ISBN 13 
9781498778114
Rilegatura
Copertina rigida
Numero edizione
3
Numero di pagine
270
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9780367657604: Stochastic Processes: An Introduction, Third Edition

Edizione in evidenza

ISBN 10:  0367657600 ISBN 13:  9780367657604
Casa editrice: Chapman and Hall/CRC, 2020
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