Applied Stochastic Processes
Autor Ming Liaoen Limba Engleză Paperback – 5 sep 2019
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Specificații
ISBN-13: 9780367379773
ISBN-10: 0367379775
Pagini: 208
Dimensiuni: 156 x 234 x 13 mm
Greutate: 0.45 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
ISBN-10: 0367379775
Pagini: 208
Dimensiuni: 156 x 234 x 13 mm
Greutate: 0.45 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Public țintă
Academic and Professional Practice & DevelopmentCuprins
Probability and Stochastic Processes. Poisson Processes. Renewal Processes. Discrete-Time Markov Chains. Continuous-Time Markov Chains. Brownian Motion and Beyond. Bibliography. Index.
Notă biografică
Ming Liao is a professor in the Department of Mathematics and Statistics at Auburn University. He has published 45 research papers and one monograph on probability theory. He received a Ph.D. from Stanford University.
Descriere
This text 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.