Random Processes By Example - Rilegato

Lifshits, Mikhail

 
9789814522281: Random Processes By Example
Rilegato
ISBN 10: 9814522287 ISBN 13: 9789814522281
Casa editrice: World Scientific Pub Co Inc, 2014

Sinossi

This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scattered measures such as Gaussian white noise and Poisson random measures, stochastic integrals, compound Poisson, infinitely divisible and stable distributions and processes.Next, it illustrates general concepts by handling a transparent but rich example of a teletraffic model . A minor tuning of a few parameters of the model leads to different workload regimes, including Wiener process, fractional Brownian motion and stable Levy process. The simplicity of the dependence mechanism used in the model enables us to get a clear understanding of long and short range dependence phenomena. The model also shows how light or heavy distribution tails lead to continuous processes or to processes with jumps in the limiting regime. Finally, in this volume, readers will find discussions on the multivariate extensions that admit completely different applied interpretations.The reader will quickly become familiar with key concepts that form a language for many major probabilistic models of real world phenomena but are often neglected in more traditional courses of stochastic processes.

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Editore
World Scientific Pub Co Inc
Data di pubblicazione
2014
Lingua
Inglese
ISBN 10 
9814522287
ISBN 13 
9789814522281
Rilegatura
Copertina rigida
Numero di pagine
232
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

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