An Introduction to Stochastic Processes and Their Applications:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1992
|
| Schriftenreihe: | Springer Series in Statistics, Probability and its Applications A Series of the Applied Probability Trust
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented |
| Beschreibung: | 1 Online-Ressource (XIV, 289p. 15 illus) |
| ISBN: | 9781461397427 9781461397441 |
| ISSN: | 0172-7397 |
| DOI: | 10.1007/978-1-4613-9742-7 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042420830 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s1992 |||| o||u| ||||||eng d | ||
| 020 | |a 9781461397427 |c Online |9 978-1-4613-9742-7 | ||
| 020 | |a 9781461397441 |c Print |9 978-1-4613-9744-1 | ||
| 024 | 7 | |a 10.1007/978-1-4613-9742-7 |2 doi | |
| 035 | |a (OCoLC)863821085 | ||
| 035 | |a (DE-599)BVBBV042420830 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
| 082 | 0 | |a 519.2 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 100 | 1 | |a Todorovic, Petar |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a An Introduction to Stochastic Processes and Their Applications |c by Petar Todorovic |
| 264 | 1 | |a New York, NY |b Springer New York |c 1992 | |
| 300 | |a 1 Online-Ressource (XIV, 289p. 15 illus) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Springer Series in Statistics, Probability and its Applications A Series of the Applied Probability Trust |x 0172-7397 | |
| 500 | |a This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented | ||
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Statistics | |
| 650 | 4 | |a Probability Theory and Stochastic Processes | |
| 650 | 4 | |a Statistics, general | |
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Statistik | |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-1-4613-9742-7 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-SMA |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SMA_Archive | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027856247 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804153093222301696 |
|---|---|
| any_adam_object | |
| author | Todorovic, Petar |
| author_facet | Todorovic, Petar |
| author_role | aut |
| author_sort | Todorovic, Petar |
| author_variant | p t pt |
| building | Verbundindex |
| bvnumber | BV042420830 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)863821085 (DE-599)BVBBV042420830 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4613-9742-7 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03331nmm a2200493zc 4500</leader><controlfield tag="001">BV042420830</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s1992 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781461397427</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-4613-9742-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781461397441</subfield><subfield code="c">Print</subfield><subfield code="9">978-1-4613-9744-1</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-1-4613-9742-7</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)863821085</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042420830</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Todorovic, Petar</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">An Introduction to Stochastic Processes and Their Applications</subfield><subfield code="c">by Petar Todorovic</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer New York</subfield><subfield code="c">1992</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XIV, 289p. 15 illus)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Springer Series in Statistics, Probability and its Applications A Series of the Applied Probability Trust</subfield><subfield code="x">0172-7397</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Probability theory)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probability Theory and Stochastic Processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics, general</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-1-4613-9742-7</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027856247</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042420830 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:07Z |
| institution | BVB |
| isbn | 9781461397427 9781461397441 |
| issn | 0172-7397 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027856247 |
| oclc_num | 863821085 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XIV, 289p. 15 illus) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
| publisher | Springer New York |
| record_format | marc |
| series2 | Springer Series in Statistics, Probability and its Applications A Series of the Applied Probability Trust |
| spelling | Todorovic, Petar Verfasser aut An Introduction to Stochastic Processes and Their Applications by Petar Todorovic New York, NY Springer New York 1992 1 Online-Ressource (XIV, 289p. 15 illus) txt rdacontent c rdamedia cr rdacarrier Springer Series in Statistics, Probability and its Applications A Series of the Applied Probability Trust 0172-7397 This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented Mathematics Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Statistics, general Mathematik Statistik Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 https://doi.org/10.1007/978-1-4613-9742-7 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Todorovic, Petar An Introduction to Stochastic Processes and Their Applications Mathematics Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Statistics, general Mathematik Statistik Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4057630-9 |
| title | An Introduction to Stochastic Processes and Their Applications |
| title_auth | An Introduction to Stochastic Processes and Their Applications |
| title_exact_search | An Introduction to Stochastic Processes and Their Applications |
| title_full | An Introduction to Stochastic Processes and Their Applications by Petar Todorovic |
| title_fullStr | An Introduction to Stochastic Processes and Their Applications by Petar Todorovic |
| title_full_unstemmed | An Introduction to Stochastic Processes and Their Applications by Petar Todorovic |
| title_short | An Introduction to Stochastic Processes and Their Applications |
| title_sort | an introduction to stochastic processes and their applications |
| topic | Mathematics Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Statistics, general Mathematik Statistik Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Statistics Probability Theory and Stochastic Processes Statistics, general Mathematik Statistik Stochastischer Prozess |
| url | https://doi.org/10.1007/978-1-4613-9742-7 |
| work_keys_str_mv | AT todorovicpetar anintroductiontostochasticprocessesandtheirapplications |