Stochastic Processes (Problem Solvers) (Problem Solvers, 14, Band 14) - Softcover

Coleman, Rodney

Softcover

ISBN 10: 0045190178 ISBN 13: 9780045190171

Verlag: Springer, 1974

Inhaltsangabe

1 What is a Stochastic Process?.- 2 Results from Probability Theory.- 2.1 Introduction to probability theory.- 2.2 Bivariate distributions.- 2.3 Multivariate distributions.- 2.4 Probability generating functions.- 2.5 Characteristic functions.- 3 The Random Walk.- 3.1 The unrestricted random walk.- 3.2 Types of stochastic process.- 3.3 The gambler's ruin.- 3.4 Generalisations of the random-walk model.- 4 Markov Chains.- 4.1 Definitions.- 4.2 Equilibrium distributions.- 4.3 Applications.- 4.4 Classification of the states of a Markov chain.- 5 The Poisson Process.- 6 Markov Chalns with Continuous Time Parameters.- 6.1 The theory.- 6.2 Applications.- 7 Non-Markov Processes in Continuous Time with Discrete State Spaces.- 7.1 Renewal theory.- 7.2 Population processes.- 7.3 Queuing theory.- 8 Diffusion Processes.- Recommendations For Further Reading.

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Über die Autorin bzw. den Autor

Rodney Coleman lives close to Grenoble in France, where he is engaged in teaching and research. His interests include literature, bicycle riding and hiking in the mountains.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 1974
• Sprache: Englisch
• ISBN 10: 0045190178
• ISBN 13: 9780045190171
• Einband: Taschenbuch
• Anzahl der Seiten: 100
• Kontakt zum Hersteller: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Deutschland