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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Limba Engleză ● Format PDF ● Pagini 356 ● ISBN 9789813106956 ● Mărime fișier 4.5 MB ● Editura World Scientific Publishing Company ● Oraș SG ● Țară SG ● Publicat 2007 ● Descărcabil 24 luni ● Valută EUR ● ID 5524744 ● Protecție împotriva copiilor Adobe DRM
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