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STOCHASTIC PROCESSES: BASIC THEORY AND ITS APPLICATIONS

STOCHASTIC PROCESSES: BASIC THEORY AND ITS APPLICATIONS

STOCHASTIC PROCESSES: BASIC THEORY AND ITS APPLICATIONS
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STOCHASTIC PROCESSES: BASIC THEORY AND ITS APPLICATIONS Hardback - 2007

by PRABHU

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  • Title STOCHASTIC PROCESSES: BASIC THEORY AND ITS APPLICATIONS
  • Author PRABHU
  • Binding Hardback
  • Edition Sewn binding. Pa
  • Condition New
  • Pages 356
  • Volumes 1
  • Language ENG
  • Publisher World Scientific Publishing Company
  • Publication date 2007-10
  • Illustrated Yes
  • Features Illustrated, Index, Table of Contents
  • Bookseller's Inventory # 9789812706263
  • ISBN 9789812706263 / 9812706267
  • Weight 1.4 lbs (0.64 kg)
  • Dimensions 9.17 x 6.3 x 0.98 in (23.29 x 16.00 x 2.49 cm)
  • Category Mathematics
  • Dewey Decimal Code 512.7
  • Quantity available 11

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Reader reviews for STOCHASTIC PROCESSES: BASIC THEORY AND ITS APPLICATIONS

From the publisher

Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.
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