Stochastic Processes (Paperback)
Language: English
Published by Dover Publications Inc., New York, 2015
- Softcover
- New
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
AbeBooks seller since October 12, 2005
Condition: New
£ 31.32
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Paperback. 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. Well-written and accessible, this classic introductory treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models and develops the methods of probability model-building. 1962 edition. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. …
Seller Inventory # 9780486796888
- Title
- Stochastic Processes (Paperback)
- Author
- Emanuel Parzen
- Publisher
- Dover Publications Inc., New York
- Publication year
- 2015
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0486796884
- ISBN 13
- 9780486796888
- Series
- Book 265 of 303: Dover Books on Mathematics
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Grand Eagle Retail
Bensenville, IL, U.S.A.
AbeBooks seller since October 12, 2005
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