A First Look at Stochastic Processes - Rilegato

Rosenthal, Jeffrey S.

 
9789811207907: A First Look at Stochastic Processes
Rilegato
ISBN 10: 9811207909 ISBN 13: 9789811207907
Casa editrice: World Scientific Pub Co Inc, 2019

Sinossi

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and/or space, Poisson processes, and renewal theory. Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms. The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this amazing subject as easily and painlessly as possible.

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Editore
World Scientific Pub Co Inc
Data di pubblicazione
2019
Lingua
Inglese
ISBN 10 
9811207909
ISBN 13 
9789811207907
Rilegatura
Copertina rigida
Numero di pagine
212
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Germania

Altre edizioni note dello stesso titolo

9789811208973: First Look At Stochastic Processes, A

Edizione in evidenza

ISBN 10:  9811208972 ISBN 13:  9789811208973
Casa editrice: WSPC, 2019
Brossura