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Narahari U Prabhu
STOCHASTIC PROCESSES [PDF ebook]
Basic Theory and Its Applications

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Cover of Narahari U Prabhu: STOCHASTIC PROCESSES (PDF)

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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Language English ● Format PDF ● Pages 356 ● ISBN 9789813106956 ● File size 4.5 MB ● Publisher World Scientific Publishing Company ● City SG ● Country SG ● Published 2007 ● Downloadable 24 months ● Currency EUR ● ID 5524744 ● Copy protection Adobe DRM

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