Stochastic Processes: An Introduction (Arnold Texts in Statistics) - Softcover

Jones, P; Smith, P

Softcover

ISBN 10: 0340806540 ISBN 13: 9780340806548

Publisher: Hodder Education, 2001

Synopsis

This textbook presents an accessible introduction to stochastic processes for students taking degree courses with a substantial mathematics or statistics content. The level of the book is approriate for a second or thrid-year undergraduate course, and is based on the authors' extensive teaching experience.



'Stochastic Processes' covers basic ideas on probability, before moving on to specific topics such as randon walks, Markov chains, queues, reliability, and branching processes. The emphasis throughout is on techniques and illustrative examples. The book includes over 250 worked examples and problems and selection of appropriate simulations and projects on each chapter. A collection of sample programs in 'Mathematica' for each of these projects may be freely downloaded from a dedicated website. Many students find probability difficult; this engaging textbook will ensure a straightforward, pain-free introduction to stochastic processes.



In addition to the end-of-chapter problems and answers, there will be a selection of appropriate simulations and projects on each chapter. A collection of sample programs in Mathematica, for each of these projects will be freely available, and can be downloaded from a website based at Keele University.

About this title

Review

... a clear, easily understandable and rather short overview on stochastic processes. The different topics are motivated very well, there are many graphs and 50―theoretical and practical―examples. ... the book is written very carefully ... for beginners, one could not imagine a better book.
―Dominik Wied, Statistical Papers (2011) 52

... a good resource as a textbook or as a reference to complement other literature, especially with the examples and problems provided.
―Biometrics, 67, September 2011

About the Author

Peter W. Jones is a professor and Pro Vice Chancellor for Research and Enterprise at Keele University in Staffordshire, UK.

Peter Smith is a Professor Emeritus in the School of Computing and Mathematics at Keele University in Staffordshire, UK.

Edition details

• Publisher: Hodder Education
• Publication date: 2001
• ISBN 10: 0340806540
• ISBN 13: 9780340806548
• Binding: Paperback
• Language: English
• Number of pages: 272