First Course in Stochastic Processes (e-bog) af Taylor, Howard E.
Taylor, Howard E. (forfatter)

First Course in Stochastic Processes e-bog

729,17 DKK (inkl. moms 911,46 DKK)
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they hav...
E-bog 729,17 DKK
Forfattere Taylor, Howard E. (forfatter)
Udgivet 2 december 2012
Længde 557 sider
Genrer PBK
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9780080570419
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation phenomena associated with random sums, stationary stochastic processes, and diffusion theory.