Introduction to Stochastic Processes by Erhan Cinlar

Introduction to Stochastic Processes by Erhan Cinlar

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.

SKU	Non disponible
ISBN 13	9780486497976
ISBN 10	0486497976
Titre	Introduction to Stochastic Processes
Auteur	Erhan Cinlar
Série	Dover Books On Mathema 14tics
État	Non disponible
Type de reliure	Paperback
Éditeur	Dover Publications Inc.
Année de publication	2013-03-31
Nombre de pages	416
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible