Random processes by example /

This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scattered measures such as Gaussian white noise and Poisson random measures, stochastic integrals, compo...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lifshit͡s, M. A. (Mikhail Anatolʹevich), 1956-
Autor Corporativo: World Scientific (Firm)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, N.J. : World Scientific Pub. Co., ©2014.
Temas:
Stochastic processes > Mathematical models.
Processus stochastiques > Modèles mathématiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1. Preliminaries. 1. Random variables: a summary
  • 2. From Poisson to stable variables
  • 3. Limit theorems for sums and domains of attraction
  • 4. Random vectors
  • 2. Random processes. 5. Random processes: Main classes
  • 6. Examples of Gaussian random processes
  • 7. Random measures and stochastic integrals
  • 8. Limit theorems for Poisson integrals
  • 9. Levy processes
  • 10. Spectral representations
  • 11. Convergence of random processes
  • 3. Teletraffic models. 12. A model of service system
  • 13. Limit theorems for the workload
  • 14. Micropulse model
  • 15. Spacial extensions.

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