Cargando…
Stochastic processes and models /
Provides an introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, this book covers the key concepts and tools.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford ; New York :
Oxford University Press,
2005.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a22000004a 4500 | ||
|---|---|---|---|
| 001 | EBSCO_ocm68623723 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 060510s2005 enka ob 000 0 eng d | ||
| 010 | |a 2005019570 | ||
| 040 | |a N$T |b eng |e pn |c N$T |d OCLCQ |d YDXCP |d OCLCQ |d TUU |d OCLCQ |d CN8ML |d QE2 |d IDEBK |d OCLCQ |d OCLCF |d NLGGC |d OCLCO |d OCLCQ |d AGLDB |d OCLCQ |d WY@ |d LUE |d EBLCP |d STF |d OCLCQ |d VTS |d CEF |d OCLCQ |d LHU |d FVL |d YDX |d OCLCQ |d K6U |d OCLCO |d UKAHL |d OCLCO |d VT2 |d OCLCO |d OCLCQ | ||
| 019 | |a 150362712 |a 314212446 |a 455959914 |a 756879071 |a 814475921 |a 824558819 |a 1162826331 |a 1286900328 | ||
| 020 | |a 1423770935 |q (electronic bk.) | ||
| 020 | |a 9781423770930 |q (electronic bk.) | ||
| 020 | |a 1280757590 | ||
| 020 | |a 9781280757594 | ||
| 020 | |z 0198568134 |q (Cloth) | ||
| 020 | |a 9780198568131 | ||
| 020 | |a 0198568134 | ||
| 020 | |a 0198568142 | ||
| 020 | |a 9780198568148 | ||
| 024 | 3 | |a 9780198568131 |q (hbk. ; |q acid-free paper) | |
| 024 | 3 | |a 9780198568148 |q (pbk. ; |q acid-free paper) | |
| 029 | 1 | |a AU@ |b 000051590421 | |
| 029 | 1 | |a DEBBG |b BV043169582 | |
| 029 | 1 | |a DEBSZ |b 422273104 | |
| 029 | 1 | |a GBVCP |b 801426235 | |
| 029 | 1 | |a AU@ |b 000066412202 | |
| 035 | |a (OCoLC)68623723 |z (OCoLC)150362712 |z (OCoLC)314212446 |z (OCoLC)455959914 |z (OCoLC)756879071 |z (OCoLC)814475921 |z (OCoLC)824558819 |z (OCoLC)1162826331 |z (OCoLC)1286900328 | ||
| 037 | |a 075759 |b MIL | ||
| 037 | |b CRKN/MyiLibrary |c CostDepend |f FormOnline |g AccessRestricted |n GovNo | ||
| 050 | 4 | |a QA274 |b .S76 2005eb | |
| 055 | 1 | 4 | |a QA274 |b .S76 2005eb |
| 072 | 7 | |a MAT |x 029040 |2 bisacsh | |
| 072 | 7 | |a PBWL |2 bicssc | |
| 082 | 0 | 4 | |a 519.2/3 |2 22 |
| 084 | |a 31.70 |2 bcl | ||
| 084 | |a MAT 605f |2 stub | ||
| 084 | |a QH 237 |2 rvk | ||
| 084 | |a SK 820 |2 rvk | ||
| 049 | |a UAMI | ||
| 100 | 1 | |a Stirzaker, David. | |
| 245 | 1 | 0 | |a Stochastic processes and models / |c David Stirzaker. |
| 260 | |a Oxford ; |a New York : |b Oxford University Press, |c 2005. | ||
| 300 | |a 1 online resource (vi, 331 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references (page 323). | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a Provides an introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, this book covers the key concepts and tools. | ||
| 505 | 0 | |a Intro; Contents; Preface; 1 Probability and random variables; 1.1 Probability; 1.2 Conditional probability and independence; 1.3 Random variables; 1.4 Random vectors; 1.5 Transformations of random variables; 1.6 Expectation and moments; 1.7 Conditioning; 1.8 Generating functions; 1.9 Multivariate normal; 2 Introduction to stochastic processes; 2.1 Preamble; 2.2 Essential examples; random walks; 2.3 The long run; 2.4 Martingales; 2.5 Poisson processes; 2.6 Renewals; 2.7 Branching processes; 2.8 Miscellaneous models; 2.9 Some technical details; 3 Markov chains; 3.1 The Markov property | |
| 505 | 8 | |a Examples3.2 Structure and n-step probabilities; 3.3 First-step analysis and hitting times; 3.4 The Markov property revisited; 3.5 Classes and decomposition; 3.6 Stationary distribution: the long run; 3.7 Reversible chains; 3.8 Simulation and Monte Carlo; 3.9 Applications; 4 Markov chains in continuous time; 4.1 Introduction and examples; 4.2 Forward and backward equations; 4.3 Birth processes: explosions and minimality; 4.4 Recurrence and transience; 4.5 Hitting and visiting; 4.6 Stationary distributions and the long run; 4.7 Reversibility; 4.8 Queues; 4.9 Miscellaneous models; 5 Diffusions | |
| 505 | 8 | |a 5.1 Introduction: Brownian motion5.2 The Wiener process; 5.3 Reflection principle; first-passage times; 5.4 Functions of diffusions; 5.5 Martingale methods; 5.6 Stochastic calculus: introduction; 5.7 The stochastic integral; 5.8 Itô's formula; 5.9 Processes in space; 6 Hints and solutions for starred exercises and problems; Further reading; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Stochastic processes. | |
| 650 | 0 | |a Stochastic models. | |
| 650 | 2 | |a Stochastic Processes | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 6 | |a Modèles stochastiques. | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x Stochastic Processes. |2 bisacsh | |
| 650 | 7 | |a Mathematics. |2 eflch | |
| 650 | 7 | |a Stochastic models. |2 fast |0 (OCoLC)fst01737780 | |
| 650 | 7 | |a Stochastic processes. |2 fast |0 (OCoLC)fst01133519 | |
| 650 | 7 | |a Stochastischer Prozess |2 gnd | |
| 650 | 1 | 7 | |a Stochastische processen. |2 gtt |
| 650 | 1 | 7 | |a Markov-processen. |2 gtt |
| 650 | 7 | |a Mathematics. |2 ukslc | |
| 776 | 0 | 8 | |i Print version: |a Stirzaker, David. |t Stochastic processes and models. |d Oxford ; New York : Oxford University Press, 2005 |z 0198568134 |z 0198568142 |w (DLC) 2005019570 |w (OCoLC)61109310 |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=159379 |z Texto completo |
| 938 | |a YBP Library Services |b YANK |n 20450783 | ||
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL7035350 | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH37530508 | ||
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL5597982 | ||
| 938 | |a YBP Library Services |b YANK |n 15854046 | ||
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL4964585 | ||
| 938 | |a EBSCOhost |b EBSC |n 159379 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 75759 | ||
| 938 | |a YBP Library Services |b YANK |n 2426554 | ||
| 994 | |a 92 |b IZTAP | ||