Discrete Stochastic Processes and Applications
β Scribed by Jean-FranΓ§ois Collet
- Publisher
- Springer
- Year
- 2018
- Tongue
- English
- Leaves
- 228
- Series
- Universitext
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design.Β The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.
β¦ Subjects
Probability & Statistics;Applied;Mathematics;Science & Math;Statistics;Mathematics;Science & Mathematics;New, Used & Rental Textbooks;Specialty Boutique
π SIMILAR VOLUMES
<p>Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. <em>Discrete Stochastic Processes</em> helps the reader develop th
Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. Discrete Stochastic Processes helps the reader develop the understand
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