ISBN 9788132204398,Applied Stochastic Processes

Applied Stochastic Processes

Author:

Lefebvre

Publisher:

Springer

Rs399 Rs499 20% OFF

Availability: Available

Usually ships in: 2-3 business days

(Free Delivery)

We Accept
ISBN 9788132204398
Check delivery information
 
ISBN 9788132204398
Publisher

Springer

Publication Year 2007
ISBN-13

ISBN 9788132204398

ISBN-10 8132204395
Binding

Paperback

Number of Pages 395 Pages
Language (English)
Subject

Probability & statistics

This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.

Table of Contents
1. Preface
2. Review of probability theory
3. Stochastic processes
4. Markov chains
5. Diffusion processes
6. Poisson processes
7. Queueing theory
Appendix A. Statistical tables
Appendix B. Answers to even-numbered exercises
References
Index
Scroll