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An Introduction to Stochastic Processes and Their Applications
Language: en
Pages: 289
Authors: Petar Todorovic
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an
Introduction to Stochastic Processes, Second Edition
Language: en
Pages: 248
Authors: Gregory F. Lawler
Categories: Mathematics
Type: BOOK - Published: 2006-05-16 - Publisher: CRC Press

Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for
Introduction to Stochastic Processes
Language: en
Pages: 402
Authors: Erhan Cinlar
Categories: Mathematics
Type: BOOK - Published: 2013-02-01 - Publisher: Courier Corporation

This clear presentation of themost fundamental models ofrandom phenomena employsmethods that recognize computerrelatedaspects of theory. Topicsinclude probability spaces andrandom variables, expectationsand independence, Bernoulliprocesses and sums of independentrandom variables, Poisson processes, Markov chainsand processes, and renewal theory. Assuming only a backgroundin calculus, this outstanding text includes an introductionto basic stochastic processes.Reprint
Introduction to Stochastic Processes with R
Language: en
Pages: 504
Authors: Robert P. Dobrow
Categories: Mathematics
Type: BOOK - Published: 2016-03-07 - Publisher: John Wiley & Sons

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of
An Introduction to Stochastic Processes and Their Applications
Language: en
Pages: 517
Authors: Chin Long Chiang
Categories: Medical
Type: BOOK - Published: 1980 - Publisher: Krieger Publishing Company

Random variables. Probability generating functions. Exponential-type distributions and maximum likelihood estimation. Branching process, random walk and ruin problem. Markov chains. Algebraic treatment of finite Markov chains. Renewal processes. Some stochastic models of population growth. A general birth process, an equality and an epidemic model. Birth-death processes and queueing processes. A