Prabhu N Stochastic Processes Basic Theory And Its Applications 2007
General:
Name: Prabhu N Stochastic Processes Basic Theory And Its Applications 2007
Format: pdf
Size: 10.77 MB
Book:
Title: Stochastic Processes: Basic Theory And Its Applications
Author: Narahari U Prabhu
Language: polski
Year: 2007
Subjects: Science & Technology, Mathematics, Probability Theory, Statistics
Publisher: World Scientific Publishing Company, Incorporated
ISBN: 9789812706263
Total pages: 356
Description:
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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