A Course in Stochastic Processes

Name: A Course in Stochastic Processes
SKU: 8963140
Price: 582.00 NZD
Availability: InStock

Stochastic Models and Statistical Inference

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Format:

Paperback / softback

Series:

Theory and Decision Library B:

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Description

This volume is an introduction to stochastic processes and their statistics. Basic stochastic processes are developed from real world situations to the need for generating mathematical models, while at the same time students learn to apply theoretical models. The lessons cover basic stochastic processes such as Poisson processes, Markov chains, random walks, renewal theory, queuing theory, ARMA models, martingales, Brownian motion and diffusion processes. The statistical topics treated include the basic aspects of statistics of point processes, stationary processes and diffusion processes. Audience: This textbook will be useful for one-semester courses at graduate level to students of mathematics, statistics, computer science, electrical and industrial engineering and economics.

Release date NZ

December 9th, 2010

Author

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 1st ed. 1996

Illustrations

X, 354 p.

Pages

354

Series

Theory and Decision Library B:

Dimensions

170x244x19

ISBN-13

9789048147137

Product ID

8963140

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