Introduction to Stochastic Processes

Nonfiction, Science & Nature, Mathematics, Probability, Statistics
Cover of the book Introduction to Stochastic Processes by Erhan Cinlar, Dover Publications
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Erhan Cinlar ISBN: 9780486276328
Publisher: Dover Publications Publication: February 20, 2013
Imprint: Dover Publications Language: English
Author: Erhan Cinlar
ISBN: 9780486276328
Publisher: Dover Publications
Publication: February 20, 2013
Imprint: Dover Publications
Language: English

This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. The text emphasizes the modern viewpoint, in which the primary concern is the behavior of sample paths. By employing matrix algebra and recursive methods, rather than transform methods, it provides techniques readily adaptable to computing with machines.
Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming some background in calculus but none in measure theory, the complete, detailed, and well-written treatment is suitable for engineering students in applied mathematics and operations research courses as well as those in a wide variety of other scientific fields. Many numerical examples, worked out in detail, appear throughout the text, in addition to numerous end-of-chapter exercises and answers to selected exercises.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. The text emphasizes the modern viewpoint, in which the primary concern is the behavior of sample paths. By employing matrix algebra and recursive methods, rather than transform methods, it provides techniques readily adaptable to computing with machines.
Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming some background in calculus but none in measure theory, the complete, detailed, and well-written treatment is suitable for engineering students in applied mathematics and operations research courses as well as those in a wide variety of other scientific fields. Many numerical examples, worked out in detail, appear throughout the text, in addition to numerous end-of-chapter exercises and answers to selected exercises.

More books from Dover Publications

Cover of the book The Great German Mystics by Erhan Cinlar
Cover of the book Physics Experiments for Children by Erhan Cinlar
Cover of the book The Civil War by Erhan Cinlar
Cover of the book Causality and Modern Science by Erhan Cinlar
Cover of the book Five Graphic Music Analyses by Erhan Cinlar
Cover of the book Hensche on Painting by Erhan Cinlar
Cover of the book Simple Chess by Erhan Cinlar
Cover of the book The Works in Architecture of Robert and James Adam by Erhan Cinlar
Cover of the book Modern Coin Magic by Erhan Cinlar
Cover of the book Introduction to French Poetry by Erhan Cinlar
Cover of the book Riddles in Mathematics by Erhan Cinlar
Cover of the book Principles of Figure Drawing by Erhan Cinlar
Cover of the book History of the Later Roman Empire, Vol. 2 by Erhan Cinlar
Cover of the book Basic Principles in Pianoforte Playing by Erhan Cinlar
Cover of the book Mathematics of the Incas by Erhan Cinlar
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy