Introduction to stochastic processes. /
Cinlar, Erham
Introduction to stochastic processes. / Erham Cinlar - (Dover ed.) - New York: Dover Publications, 2013. - 1 vol. (x, 402 p) : ill.;
Includes index.
Contents: Probability spaces and random variables -- Expectations and independence --Bernoulli processes and sums of independent random variables -- Poisson processes -- Markov chains -- Limiting behavior and applications of Markov chains -- Potentials, excessive functions, and optimal stopping of Markov chains -- Markov processes -- Renewal theory -- Markov renewal theory -- After word -- Appendix: Non-negative matrices
This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory.
9780486497976 0486497976
Stochastic processes.
QA274.C56
Introduction to stochastic processes. / Erham Cinlar - (Dover ed.) - New York: Dover Publications, 2013. - 1 vol. (x, 402 p) : ill.;
Includes index.
Contents: Probability spaces and random variables -- Expectations and independence --Bernoulli processes and sums of independent random variables -- Poisson processes -- Markov chains -- Limiting behavior and applications of Markov chains -- Potentials, excessive functions, and optimal stopping of Markov chains -- Markov processes -- Renewal theory -- Markov renewal theory -- After word -- Appendix: Non-negative matrices
This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory.
9780486497976 0486497976
Stochastic processes.
QA274.C56