This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walks in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. This book is for graduate students in mathematics, statistics, science and engineering, and it may also be used as a reference by professionals in diverse fields whose work involves the application of probability.

Recensione:

'This may be the best all-around treatment [of stochastic processes] for use by graduate students with varied backgrounds but with some mathematical ambitions.' William G. Faris, University of Arizona

'The book is remarkably comprehensive. The additional notes at the end of the chapters contain a fund of information.' Richard F. Gundy, Rutgers University

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

Descrizione libreria

GreatBookPrices.com is your top source for finding new books at the absolute lowest prices, guaranteed ! We offer big discounts - everyday - on millions of titles in virtually any category, from Architecture to Zoology -- and everything in between. Discover great deals and super-savings, on professional books, text book titles, the newest computer guides, or your favorite fiction authors. You'll find it all - at HUGE SAVINGS - at GreatBookPrices. Browse through our complete online product catalog today. Serving customers around the world for years, we help thousands find just the books they're looking for -- at incredibly low, bargain prices.

Visita la pagina della libreria

Informazioni sull?azienda del venditore

Far Corner Europe Limited
19-20 Bourne Court, 19-20 Bourne Court, Woodford Green, IG8 8HD, United Kingdom

Condizioni di vendita:

Company Name: GreatBookPricesUK
Legal Entity: Far Corner Europe Limited
Address: 19-20 Bourne Court, Southend Road, Woodford Green Essex, UK IG8 8HD
Registration #: 10691061, GB307932304
Authorized representative: Danielle Hainsey

Condizioni di spedizione:

Our warehouses across the globe are fully operational without substantial delays. We are working hard and continue to overcome the daily challenges presented by COVID-19. There have been reports that delivery carriers are experiencing large delays resulting in longer than normal deliveries to customers. See USPS's website for further detail. We would like to apologize in advance if your item arrives later than the expected delivery due date.

Internal processing of your order will take about 1-2 business days. Please allow an additional 10-20 business days for Royal Mail delivery.

Informazioni dettagliate sul venditore

Metodi di pagamento
accettati dalla libreria

Aggiungi ai desiderata

Articoli correlati a Stochastic Processes With Applications

Stochastic Processes With Applications

Bhattacharya, Rabi N.; Waymire, Edward C.

Usato - Brossura

Informazioni sull?azienda del venditore