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FIRST LOOK AT STOCHASTIC PROCESSES, A

FIRST LOOK AT STOCHASTIC PROCESSES, A

A First Look at Stochastic Processes

JEFFREY S ROSENTHAL / ROSENTHAL JEFFREY S

44,78 €
IVA incluido
Disponible
Editorial:
World Scientific Publishing Co Pte Ltd
Año de edición:
2019
Materia
Probabilidad y estadística
ISBN:
9789811208973
44,78 €
IVA incluido
Disponible

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Sobre IBD

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

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Otros libros del autor

  • FIRST LOOK AT STOCHASTIC PROCESSES, A
    JEFFREY S ROSENTHAL / ROSENTHAL JEFFREY S
    This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence ...