Stochastic processes: an introduction
Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability....
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boca Raton ; London ; New York
CRC Press, Taylor & Francis Group
2020
|
| Edition: | Third edition, first issued in paperback 2020 |
| Series: | Texts in statistical science
|
| Subjects: | |
| Summary: | Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on the analysis of associated stationary processes in queues. The book also explores reliability and other random processes, such as branching, martingales, and simple epidemics. A new chapter describing Brownian motion, where the outcomes are continuously observed over continuous time, is included. Further applications, worked examples and problems, and biographical details have been added to this edition. Much of the text has been reworked. The appendix contains key results in probability for reference.This concise, updated book makes the material accessible, highlighting simple applications and examples. A solutions manual with fully worked answers of all end-of-chapter problems, and Mathematica and R programs illustrating many processes discussed in the book, can be downloaded from crcpress.com |
| Item Description: | Some Background on ProbabilitySome Gambling ProblemsRandom WalksMarkov ChainsPoisson ProcessesBirth and Death ProcessesQueuesReliability and RenewalBranching and Other Random ProcessesBrownian Motion: Wiener Process. Computer Simulations and ProjectsAnswers and Comments onEnd-of-Chapter ProblemsAppendixReferences and Further Reading |
| Physical Description: | xiv, 255 Seiten Illustrationen, Diagramme 235 mm |
| ISBN: | 9780367657604 |
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| id | DE-604.BV046916465 |
| illustrated | Illustrated |
| index_date | 2024-07-03T15:29:45Z |
| indexdate | 2024-07-10T08:57:25Z |
| institution | BVB |
| isbn | 9780367657604 |
| language | English |
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| physical | xiv, 255 Seiten Illustrationen, Diagramme 235 mm |
| publishDate | 2020 |
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| publisher | CRC Press, Taylor & Francis Group |
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| series2 | Texts in statistical science |
| spelling | Jones, Peter Watts 1945- Verfasser (DE-588)140064737 aut Stochastic processes an introduction Peter W. Jones, Peter Smith Third edition, first issued in paperback 2020 Boca Raton ; London ; New York CRC Press, Taylor & Francis Group 2020 xiv, 255 Seiten Illustrationen, Diagramme 235 mm txt rdacontent n rdamedia nc rdacarrier Texts in statistical science Some Background on ProbabilitySome Gambling ProblemsRandom WalksMarkov ChainsPoisson ProcessesBirth and Death ProcessesQueuesReliability and RenewalBranching and Other Random ProcessesBrownian Motion: Wiener Process. Computer Simulations and ProjectsAnswers and Comments onEnd-of-Chapter ProblemsAppendixReferences and Further Reading Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on the analysis of associated stationary processes in queues. The book also explores reliability and other random processes, such as branching, martingales, and simple epidemics. A new chapter describing Brownian motion, where the outcomes are continuously observed over continuous time, is included. Further applications, worked examples and problems, and biographical details have been added to this edition. Much of the text has been reworked. The appendix contains key results in probability for reference.This concise, updated book makes the material accessible, highlighting simple applications and examples. A solutions manual with fully worked answers of all end-of-chapter problems, and Mathematica and R programs illustrating many processes discussed in the book, can be downloaded from crcpress.com bisacsh / MATHEMATICS / Probability & Statistics / Bayesian Analysis bisacsh / REFERENCE / General Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s DE-604 Smith, Peter 1935- Verfasser (DE-588)141762349 aut Erscheint auch als Online-Ausgabe 9781315156576 Erscheint auch als Online-Ausgabe, PDF 9781498778121 Erscheint auch als Online-Ausgabe, EPUB 9781498779234 Erscheint auch als Druck-Ausgabe, Hardcover 978-1-4987-7811-4 |
| spellingShingle | Jones, Peter Watts 1945- Smith, Peter 1935- Stochastic processes an introduction bisacsh / MATHEMATICS / Probability & Statistics / Bayesian Analysis bisacsh / REFERENCE / General Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4057630-9 |
| title | Stochastic processes an introduction |
| title_auth | Stochastic processes an introduction |
| title_exact_search | Stochastic processes an introduction |
| title_exact_search_txtP | Stochastic processes an introduction |
| title_full | Stochastic processes an introduction Peter W. Jones, Peter Smith |
| title_fullStr | Stochastic processes an introduction Peter W. Jones, Peter Smith |
| title_full_unstemmed | Stochastic processes an introduction Peter W. Jones, Peter Smith |
| title_short | Stochastic processes |
| title_sort | stochastic processes an introduction |
| title_sub | an introduction |
| topic | bisacsh / MATHEMATICS / Probability & Statistics / Bayesian Analysis bisacsh / REFERENCE / General Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | bisacsh / MATHEMATICS / Probability & Statistics / Bayesian Analysis bisacsh / REFERENCE / General Stochastischer Prozess |
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