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Cover: 9780817635916 | Adventures in Stochastic Processes | Sidney I. Resnick | Buch | 1992
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Adventures in Stochastic Processes
Buch von Sidney I. Resnick
Sprache: Englisch

77,95 €*

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Beschreibung
Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. In a lively and imaginative presentation, studded with examples, exercises, and applications, and supported by inclusion of computational procedures, the author has created a textbook that provides easy access to this fundamental topic for many students of applied sciences at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is accessible to beginners but flexible enough to serve as well those who come to the course with strong backgrounds. The prerequisite background for reading the book is a graduate level pre-measure theoretic probability course. No knowledge of measure theory is presumed and advanced notions of conditioning are scrupulously avoided until the later chapters of the book.

The tools of applied probability---discrete spaces, Markov chains, renewal theory, point processes, branching processes, random walks, Brownian motion---are presented to the reader in illuminating discussion. Applications include such topics as queuing, storage, risk analysis, genetics, inventory, choice, economics, sociology, and other. Because of the conviction that analysts who build models should know how to build them for each class of process studied, the author has included such constructions.
Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. In a lively and imaginative presentation, studded with examples, exercises, and applications, and supported by inclusion of computational procedures, the author has created a textbook that provides easy access to this fundamental topic for many students of applied sciences at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is accessible to beginners but flexible enough to serve as well those who come to the course with strong backgrounds. The prerequisite background for reading the book is a graduate level pre-measure theoretic probability course. No knowledge of measure theory is presumed and advanced notions of conditioning are scrupulously avoided until the later chapters of the book.

The tools of applied probability---discrete spaces, Markov chains, renewal theory, point processes, branching processes, random walks, Brownian motion---are presented to the reader in illuminating discussion. Applications include such topics as queuing, storage, risk analysis, genetics, inventory, choice, economics, sociology, and other. Because of the conviction that analysts who build models should know how to build them for each class of process studied, the author has included such constructions.
Zusammenfassung
"Definitely the best textbook for a second course in probability now available. Written with excruciating lucidity, and with an excellent choice of exercises." --Gian-Carlo Rota "A very fine textbook which will become popular among students as well as among professors preparing an introductory course on stochastic processes." --Int'le Math. Nachrichten "A splendid book to bring home the value and importance of stochastic processes. Highly recommended." --Choice
Inhaltsverzeichnis
Preface * 1. Preliminaries: Discrete Index Sets and/or Discrete State Spaces * 2. Markov Chains * 3. Renewal Theory * 4. Point Processes * 5. Continuous Time Markov Chains * 6. Brownian Motion * 7. The General Random Walk * References * Index
Details
Erscheinungsjahr: 1992
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 640
Inhalt: xii
626 S.
2 s/w Illustr.
ISBN-13: 9780817635916
ISBN-10: 0817635912
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Resnick, Sidney I.
Auflage: 2002
Hersteller: Birkh„user Boston
Birkhäuser Boston
Maße: 241 x 160 x 40 mm
Von/Mit: Sidney I. Resnick
Erscheinungsdatum: 03.09.1992
Gewicht: 1,115 kg
preigu-id: 102119289
Zusammenfassung
"Definitely the best textbook for a second course in probability now available. Written with excruciating lucidity, and with an excellent choice of exercises." --Gian-Carlo Rota "A very fine textbook which will become popular among students as well as among professors preparing an introductory course on stochastic processes." --Int'le Math. Nachrichten "A splendid book to bring home the value and importance of stochastic processes. Highly recommended." --Choice
Inhaltsverzeichnis
Preface * 1. Preliminaries: Discrete Index Sets and/or Discrete State Spaces * 2. Markov Chains * 3. Renewal Theory * 4. Point Processes * 5. Continuous Time Markov Chains * 6. Brownian Motion * 7. The General Random Walk * References * Index
Details
Erscheinungsjahr: 1992
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 640
Inhalt: xii
626 S.
2 s/w Illustr.
ISBN-13: 9780817635916
ISBN-10: 0817635912
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Resnick, Sidney I.
Auflage: 2002
Hersteller: Birkh„user Boston
Birkhäuser Boston
Maße: 241 x 160 x 40 mm
Von/Mit: Sidney I. Resnick
Erscheinungsdatum: 03.09.1992
Gewicht: 1,115 kg
preigu-id: 102119289
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