Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.
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Sprache Englisch ● Format PDF ● Seiten 356 ● ISBN 9789813106956 ● Dateigröße 4.5 MB ● Verlag World Scientific Publishing Company ● Ort SG ● Land SG ● Erscheinungsjahr 2007 ● herunterladbar 24 Monate ● Währung EUR ● ID 5524744 ● Kopierschutz Adobe DRM
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