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Stochastic Processes: Basic Theory And Its Applications

Language EnglishEnglish
Book Hardback
Book Stochastic Processes: Basic Theory And Its Applications Narahari U. Prabhu
Libristo code: 05068747
Publishers World Scientific Publishing Co Pte Ltd, July 2007
Most introductory textbooks on stochastic processes which cover standard topics such as Poisson proc... Full description
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Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.

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About the book

Full name Stochastic Processes: Basic Theory And Its Applications
Author Narahari U. Prabhu
Language English
Binding Book - Hardback
Date of issue 2007
Number of pages 356
EAN 9789812706263
ISBN 9812706267
Libristo code 05068747
Publishers World Scientific Publishing Co Pte Ltd
Weight 630
Dimensions 155 x 234 x 23

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Number theory
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