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A first course in stochastic processes /
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
[1975]
|
| Edición: | Second edition. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Elements of stochastic processes
- Markov chains
- The basic limit theorem of Markov chains and applications
- Classical examples of continuous time Markov chains
- Renewal processes
- Martingales
- Brownian motion
- Branching processes
- Stationary processes.