Discrete Stochastic Processes and Applications (Universitext) - Softcover

Collet, Jean-François

Softcover

ISBN 10: 3319740172 ISBN 13: 9783319740171

Verlag: Springer, 2018

Inhaltsangabe

This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.

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Über die Autorin bzw. den Autor

Jean-François Collet received his PhD from the University of Bloomington in 1992 and has been Maître de Conférences at the Laboratoire J.A. Dieudonné, Université de Nice Sophia-Antipolis since 1993. Professor Collet’s research interests include Partial Differential Equations and Information theory.

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This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2018
• Sprache: Englisch
• ISBN 10: 3319740172
• ISBN 13: 9783319740171
• Einband: Tapa blanda
• Auflage: 1
• Anzahl der Seiten: 240
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Deutschland