FIRST LOOK AT STOCHASTIC PROCESSES, A

JEFFREY S ROSENTHAL

ISBN 10: 9811207909 / ISBN 13: 9789811207907

Verlag: World Scientific Publishing Co, 2019

Beschreibung

New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Bestandsnummer des Verkäufers ABEJUNE24-396066

Bibliografische Details

• Titel: FIRST LOOK AT STOCHASTIC PROCESSES, A
• Verlag: World Scientific Publishing Co
• Erscheinungsjahr: 2019
• Sprache: Englisch
• ISBN-10: 9811207909
• ISBN-13: 9789811207907
• Einband: Hardcover
• Zustand: Brand New

Über diesen Titel

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.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.