𝔖 Scriptorium
✦   LIBER   ✦
📁

Complex stochastic processes: an introduction to theory and application

✍ Scribed by Kenneth S. Miller

Publisher
Addison-Wesley Pub. Co., Advanced Book Program
Year
1974
Tongue
English
Leaves
251
Category
Library
⬇  Acquire This Volume

No coin nor oath required. For personal study only.

✦ Synopsis

When the student of engineering or applied science is first exposed to stochastic processes, or noise theory, he is usually content to manipulate random variables formally as if they were ordinary functions. Sometime later the serious student becomes concerned about such problems as the validity of differentiating random variables and the interpretation of stochastic integrals, to say nothing of the usual worries associated with the interchange of the order of integration in multiple integrals. It is to this class of readers that this book is addressed. We attempt to analyze problems of the type just mentioned at an elementary yet rigorous level, and to adumbrate some of the physical applications of the theory.

✦ Subjects

Математика;Теория вероятностей и математическая статистика;Теория случайных процессов;

📜 SIMILAR VOLUMES

An Introduction to Stochastic Processes
📁 An Introduction to Stochastic Processes and Their Applications
✍ Petar Todorovic (auth.) 📂 Library 📅 1992 🏛 Springer-Verlag New York 🌐 English

<p>This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of

Stochastic-Process Limits: An Introducti
📁 Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and their Application to Queues
✍ Ward Whitt 📂 Library 🏛 Springer, Berlin 🌐 English

This book is about stochastic-process limits - limits in which a sequence of stochastic processes converges to another stochastic process. These are useful and interesting because they generate simple approximations for complicated stochastic processes and also help explain the statistical regularit

An Introduction to Continuous-Time Stoch
📁 An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
✍ Vincenzo Capasso, David Bakstein (auth.) 📂 Library 📅 2012 🏛 Birkhäuser Basel 🌐 English

<p><p>Expanding on the first edition of <i>An Introduction to Continuous-Time Stochastic Processes</i>, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete ex

An Introduction to Continuous-Time Stoch
📁 An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
✍ Vincenzo Capasso, David Bakstein (auth.) 📂 Library 📅 2012 🏛 Birkhäuser Basel 🌐 English

<p><p>Expanding on the first edition of <i>An Introduction to Continuous-Time Stochastic Processes</i>, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete ex