An Introduction to Stochastic Processes (Dover Books on Mathematics)

Kao, Edward P.C.

ISBN 10: 0486837920 / ISBN 13: 9780486837925

Verlag: Dover Publications (edition ), 2019

The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way. Bestandsnummer des Verkäufers 0486837920-7-1

Inhaltsangabe:

A vigorous response to the challenges of incorporating computer use into the teaching and learning of stochastic processes, this book takes an applications- and computer-oriented approach rather than the standard formal and mathematically rigorous approach. It is suitable for advanced undergraduates and beginning graduate students in operations research, management science, finance, engineering, statistics, computer science, and applied mathematics. Prerequisites are intermediate-level calculus, elementary linear algebra, and an introductory course in probability with an emphasis in operational skills on conditioning. 
The first chapter reviews some preliminary materials, including transform methods and basic concepts in mathematical analysis. Subsequent chapters explore variants of Poisson processes, renewal processes, discrete-time and continuous-time Markov chains, Markov renewal and semi-regenerative processes, and Brownian motion and other diffusion processes. Each chapter concludes with problems, bibliographic notes, references, and an Appendix. A Solutions Manual is available to instructors upon request.

Über die Autorin bzw. den Autor:

Edward P. C. Kao is Professor of Mathematics at the University of Houston.

Bibliografische Details

Titel: An Introduction to Stochastic Processes (...
Verlag: Dover Publications (edition )
Erscheinungsdatum: 2019
Einband: Paperback
Zustand: Fair