FIRST LOOK AT STOCHASTIC PROCESSES, A - Hardcover

Rosenthal Jeffrey S

 
9789811207907: FIRST LOOK AT STOCHASTIC PROCESSES, A
Hardcover
ISBN 10: 9811207909 ISBN 13: 9789811207907
Verlag: World Scientific, 2019

Inhaltsangabe

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory. Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms. The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

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Verlag
World Scientific
Erscheinungsdatum
2019
Sprache
Englisch
ISBN 10 
9811207909
ISBN 13 
9789811207907
Einband
Gebundene Ausgabe
Anzahl der Seiten
214
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Deutschland

Weitere beliebte Ausgaben desselben Titels

9789811208973: First Look At Stochastic Processes, A

Vorgestellte Ausgabe

ISBN 10:  9811208972 ISBN 13:  9789811208973
Verlag: WSPC, 2019
Softcover