Stochastic Processes and Their Applications
β Scribed by Frank Beichelt (Author); L. Paul Fatti (Author)
- Publisher
- CRC Press
- Year
- 2001
- Leaves
- 339
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and e
β¦ Table of Contents
Probability Theory. Stochastic Processes. Poisson Processes. Renewal Processes. Discrete-Time Markov Chains. Continuous-Time Markov Chains. Wiener Processes. Spectral Analysis of Stationary Processes.
β¦ Subjects
Mathematics & Statistics;Statistics & Probability;Probability;Probability Theory & Applications;Statistics;Statistics for Business, Finance & Economics
π SIMILAR VOLUMES
<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
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