Applied Stochastic Processes (Universitext) Book + PRICE WATCH * Amazon pricing is not included in price watch

Applied Stochastic Processes (Universitext) Book

This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.Read More

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  • Blackwell

    Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes. Two appendices with statistical tables and solutions to the even-numbered problems are included at the end.

  • Product Description

    This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.

  • 0387341714
  • 9780387341712
  • Mario Lefebvre
  • 28 December 2006
  • Springer
  • Paperback (Book)
  • 382
  • illustrated edition
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