Stochastic Processes
Download and Read Stochastic Processes full books in PDF, ePUB, and Kindle. Read online free Stochastic Processes ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Stochastic Processes
Author | : Peter Watts Jones |
Publisher | : CRC Press |
Total Pages | : 255 |
Release | : 2017-10-30 |
Genre | : Mathematics |
ISBN | : 1498778127 |
Download Stochastic Processes Book in PDF, Epub and Kindle
Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on the analysis of associated stationary processes in queues. The book also explores reliability and other random processes, such as branching, martingales, and simple epidemics. A new chapter describing Brownian motion, where the outcomes are continuously observed over continuous time, is included. Further applications, worked examples and problems, and biographical details have been added to this edition. Much of the text has been reworked. The appendix contains key results in probability for reference. This concise, updated book makes the material accessible, highlighting simple applications and examples. A solutions manual with fully worked answers of all end-of-chapter problems, and Mathematica® and R programs illustrating many processes discussed in the book, can be downloaded from crcpress.com.
Stochastic Processes Related Books
Pages: 255
Pages: 404
Pages: 452
Pages: 345
Pages: 246