Applied Stochastic Processes
LIAO
ISBN: 9781466589339
Vydavateľstvo: Taylor & Francis
Rok vydania: 2013
Väzba: Hardback
Počet strán: 208
Pôvodná cena: 89,52 €
Výstavná cena:
76,09 €(t.j. po zľave 15%)
(Cena je uvedená vrátane 10% DPH)
Katalógová cena: 52.99 GBP
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Applied Stochastic Processes presents a concise, graduate-level treatment of the subject, emphasizing applications and practical computation. It also establishes the complete mathematical theory in an accessible way. After reviewing basic probability, the text covers Poisson processes, renewal processes, discrete- and continuous-time Markov chains, and Brownian motion. It also offers an introduction to stochastic differential equations. While the main applications described are queues, the book also considers other examples, such as the mathematical model of a single stock market. With exercises in most sections, this book provides a clear, practical introduction for beginning graduate students. The material is presented in a straightforward manner using short, motivating examples. In addition, the author develops the mathematical theory with a strong emphasis on probability intuition.