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Stochastic processes : an introduction / Peter W. Jones, Peter Smith

By: Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Chapman & Hall/CRC texts in statistical science seriesPublisher: Boca Raton, FL : CRC Press, Taylor & Francis Group, 2018Edition: Third editionDescription: 1 Online-RessourceISBN:
  • 9781498778121
  • 9781315156576
  • 9781498779234
Subject(s): Additional physical formats: 1498778127. | 1498778119 | 9781498778114 | 1315156571. | 9781351633246. | Erscheint auch als: No title Druck-Ausgabe | Erscheint auch als: Stochastic processes. Druck-Ausgabe Third edition. Boca Raton : CRC Press, Taylor & Francis Group, 2018. xiv, 255 pagesDDC classification:
  • 519.2/3
MSC: MSC: *60-01 | 60-08 | 60Gxx | 60Jxx | 60K99LOC classification:
  • QA274
Online resources: Summary: Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on the analysis of associated stationary processes in queues. The book also explores reliability and other random processes, such as branching, martingales, and simple epidemics. A new chapter describing Brownian motion, where the outcomes are continuously observed over continuous time, is included. Further applications, worked examples and problems, and biographical details have been added to this edition. Much of the text has been reworked. The appendix contains key results in probability for reference. This concise, updated book makes the material accessible, highlighting simple applications and examples.--PPN: PPN: 1045489778Package identifier: Produktsigel: ZDB-4-NLEBK
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