Stochastic Processes (Classics in Applied Mathematics): 24 (Classics in Applied Mathematics, Series Number 24) - Softcover

Parzen, Emanuel

Softcover

ISBN 10: 0898714419 ISBN 13: 9780898714418

Publisher: Cambridge University Press, 1987

Synopsis

Ideal for courses aiming to give examples of the variety of empirical phenomena for which stochastic processes provide mathematical models.

About this title

Book Description

Ideal for courses aiming to give examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models. It introduces the methods of probability model building and provides the reader with mathematically sound techniques as well as the ability to further study the theory of stochastic processes.

From the Back Cover

Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.
Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine conditional probability and conditional expectation, normal processes and covariance stationary processes, and counting processes and Poisson processes. The text concludes with explorations of renewal counting processes, Markov chains, random walks, and birth and death processes, including examples of the wide variety of phenomena to which these stochastic processes may be applied. Numerous examples and exercises complement every section.
Dover (2015) republication of the edition published by Holden-Day, Inc., San Francisco, 1962.
See every Dover book in print at
www.doverpublications.com

Edition details

• Publisher: Cambridge University Press
• Publication date: 1987
• Language: English
• ISBN 10: 0898714419
• ISBN 13: 9780898714418
• Binding: Paperback
• Number of pages: 344