Stochastic processes and models /:
Provides an introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, this book covers the key concepts and tools.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Oxford ; New York :
Oxford University Press,
2005.
|
| Schlagworte: | |
| Online-Zugang: | DE-862 DE-863 |
| Zusammenfassung: | Provides an introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, this book covers the key concepts and tools. |
| Beschreibung: | 1 online resource (vi, 331 pages) : illustrations |
| Bibliographie: | Includes bibliographical references (page 323). |
| ISBN: | 1423770935 9781423770930 1280757590 9781280757594 9780198568131 0198568134 0198568142 9780198568148 |
Internformat
MARC
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| 245 | 1 | 0 | |a Stochastic processes and models / |c David Stirzaker. |
| 260 | |a Oxford ; |a New York : |b Oxford University Press, |c 2005. | ||
| 300 | |a 1 online resource (vi, 331 pages) : |b illustrations | ||
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| 504 | |a Includes bibliographical references (page 323). | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a Provides an introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, this book covers the key concepts and tools. | ||
| 505 | 0 | |a Intro; Contents; Preface; 1 Probability and random variables; 1.1 Probability; 1.2 Conditional probability and independence; 1.3 Random variables; 1.4 Random vectors; 1.5 Transformations of random variables; 1.6 Expectation and moments; 1.7 Conditioning; 1.8 Generating functions; 1.9 Multivariate normal; 2 Introduction to stochastic processes; 2.1 Preamble; 2.2 Essential examples; random walks; 2.3 The long run; 2.4 Martingales; 2.5 Poisson processes; 2.6 Renewals; 2.7 Branching processes; 2.8 Miscellaneous models; 2.9 Some technical details; 3 Markov chains; 3.1 The Markov property | |
| 505 | 8 | |a Examples3.2 Structure and n-step probabilities; 3.3 First-step analysis and hitting times; 3.4 The Markov property revisited; 3.5 Classes and decomposition; 3.6 Stationary distribution: the long run; 3.7 Reversible chains; 3.8 Simulation and Monte Carlo; 3.9 Applications; 4 Markov chains in continuous time; 4.1 Introduction and examples; 4.2 Forward and backward equations; 4.3 Birth processes: explosions and minimality; 4.4 Recurrence and transience; 4.5 Hitting and visiting; 4.6 Stationary distributions and the long run; 4.7 Reversibility; 4.8 Queues; 4.9 Miscellaneous models; 5 Diffusions | |
| 505 | 8 | |a 5.1 Introduction: Brownian motion5.2 The Wiener process; 5.3 Reflection principle; first-passage times; 5.4 Functions of diffusions; 5.5 Martingale methods; 5.6 Stochastic calculus: introduction; 5.7 The stochastic integral; 5.8 Itô's formula; 5.9 Processes in space; 6 Hints and solutions for starred exercises and problems; Further reading; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z | |
| 650 | 0 | |a Stochastic processes. |0 http://id.loc.gov/authorities/subjects/sh85128181 | |
| 650 | 0 | |a Stochastic models. |0 http://id.loc.gov/authorities/subjects/sh2005004376 | |
| 650 | 2 | |a Stochastic Processes |0 https://id.nlm.nih.gov/mesh/D013269 | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 6 | |a Modèles stochastiques. | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x Stochastic Processes. |2 bisacsh | |
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| 776 | 0 | 8 | |i Print version: |a Stirzaker, David. |t Stochastic processes and models. |d Oxford ; New York : Oxford University Press, 2005 |z 0198568134 |z 0198568142 |w (DLC) 2005019570 |w (OCoLC)61109310 |
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Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBA-ocm68623723 |
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| _version_ | 1829094600898248704 |
| adam_text | |
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| author | Stirzaker, David |
| author_facet | Stirzaker, David |
| author_role | |
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| author_variant | d s ds |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274 .S76 2005eb |
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| contents | Intro; Contents; Preface; 1 Probability and random variables; 1.1 Probability; 1.2 Conditional probability and independence; 1.3 Random variables; 1.4 Random vectors; 1.5 Transformations of random variables; 1.6 Expectation and moments; 1.7 Conditioning; 1.8 Generating functions; 1.9 Multivariate normal; 2 Introduction to stochastic processes; 2.1 Preamble; 2.2 Essential examples; random walks; 2.3 The long run; 2.4 Martingales; 2.5 Poisson processes; 2.6 Renewals; 2.7 Branching processes; 2.8 Miscellaneous models; 2.9 Some technical details; 3 Markov chains; 3.1 The Markov property Examples3.2 Structure and n-step probabilities; 3.3 First-step analysis and hitting times; 3.4 The Markov property revisited; 3.5 Classes and decomposition; 3.6 Stationary distribution: the long run; 3.7 Reversible chains; 3.8 Simulation and Monte Carlo; 3.9 Applications; 4 Markov chains in continuous time; 4.1 Introduction and examples; 4.2 Forward and backward equations; 4.3 Birth processes: explosions and minimality; 4.4 Recurrence and transience; 4.5 Hitting and visiting; 4.6 Stationary distributions and the long run; 4.7 Reversibility; 4.8 Queues; 4.9 Miscellaneous models; 5 Diffusions 5.1 Introduction: Brownian motion5.2 The Wiener process; 5.3 Reflection principle; first-passage times; 5.4 Functions of diffusions; 5.5 Martingale methods; 5.6 Stochastic calculus: introduction; 5.7 The stochastic integral; 5.8 Itô's formula; 5.9 Processes in space; 6 Hints and solutions for starred exercises and problems; Further reading; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z |
| ctrlnum | (OCoLC)68623723 |
| dewey-full | 519.2/3 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/3 |
| dewey-search | 519.2/3 |
| dewey-sort | 3519.2 13 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| genre | Electronic books. |
| genre_facet | Electronic books. |
| id | ZDB-4-EBA-ocm68623723 |
| illustrated | Illustrated |
| indexdate | 2025-04-11T08:35:43Z |
| institution | BVB |
| isbn | 1423770935 9781423770930 1280757590 9781280757594 9780198568131 0198568134 0198568142 9780198568148 |
| language | English |
| lccn | 2005019570 |
| oclc_num | 68623723 |
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| physical | 1 online resource (vi, 331 pages) : illustrations |
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| spelling | Stirzaker, David. Stochastic processes and models / David Stirzaker. Oxford ; New York : Oxford University Press, 2005. 1 online resource (vi, 331 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier Includes bibliographical references (page 323). Print version record. Provides an introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, this book covers the key concepts and tools. Intro; Contents; Preface; 1 Probability and random variables; 1.1 Probability; 1.2 Conditional probability and independence; 1.3 Random variables; 1.4 Random vectors; 1.5 Transformations of random variables; 1.6 Expectation and moments; 1.7 Conditioning; 1.8 Generating functions; 1.9 Multivariate normal; 2 Introduction to stochastic processes; 2.1 Preamble; 2.2 Essential examples; random walks; 2.3 The long run; 2.4 Martingales; 2.5 Poisson processes; 2.6 Renewals; 2.7 Branching processes; 2.8 Miscellaneous models; 2.9 Some technical details; 3 Markov chains; 3.1 The Markov property Examples3.2 Structure and n-step probabilities; 3.3 First-step analysis and hitting times; 3.4 The Markov property revisited; 3.5 Classes and decomposition; 3.6 Stationary distribution: the long run; 3.7 Reversible chains; 3.8 Simulation and Monte Carlo; 3.9 Applications; 4 Markov chains in continuous time; 4.1 Introduction and examples; 4.2 Forward and backward equations; 4.3 Birth processes: explosions and minimality; 4.4 Recurrence and transience; 4.5 Hitting and visiting; 4.6 Stationary distributions and the long run; 4.7 Reversibility; 4.8 Queues; 4.9 Miscellaneous models; 5 Diffusions 5.1 Introduction: Brownian motion5.2 The Wiener process; 5.3 Reflection principle; first-passage times; 5.4 Functions of diffusions; 5.5 Martingale methods; 5.6 Stochastic calculus: introduction; 5.7 The stochastic integral; 5.8 Itô's formula; 5.9 Processes in space; 6 Hints and solutions for starred exercises and problems; Further reading; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Stochastic models. http://id.loc.gov/authorities/subjects/sh2005004376 Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Processus stochastiques. Modèles stochastiques. MATHEMATICS Probability & Statistics Stochastic Processes. bisacsh Mathematics. eflch Stochastic models fast Stochastic processes fast Stochastischer Prozess gnd http://d-nb.info/gnd/4057630-9 Stochastische processen. gtt Markov-processen. gtt Mathematics. ukslc Electronic books. Print version: Stirzaker, David. Stochastic processes and models. Oxford ; New York : Oxford University Press, 2005 0198568134 0198568142 (DLC) 2005019570 (OCoLC)61109310 |
| spellingShingle | Stirzaker, David Stochastic processes and models / Intro; Contents; Preface; 1 Probability and random variables; 1.1 Probability; 1.2 Conditional probability and independence; 1.3 Random variables; 1.4 Random vectors; 1.5 Transformations of random variables; 1.6 Expectation and moments; 1.7 Conditioning; 1.8 Generating functions; 1.9 Multivariate normal; 2 Introduction to stochastic processes; 2.1 Preamble; 2.2 Essential examples; random walks; 2.3 The long run; 2.4 Martingales; 2.5 Poisson processes; 2.6 Renewals; 2.7 Branching processes; 2.8 Miscellaneous models; 2.9 Some technical details; 3 Markov chains; 3.1 The Markov property Examples3.2 Structure and n-step probabilities; 3.3 First-step analysis and hitting times; 3.4 The Markov property revisited; 3.5 Classes and decomposition; 3.6 Stationary distribution: the long run; 3.7 Reversible chains; 3.8 Simulation and Monte Carlo; 3.9 Applications; 4 Markov chains in continuous time; 4.1 Introduction and examples; 4.2 Forward and backward equations; 4.3 Birth processes: explosions and minimality; 4.4 Recurrence and transience; 4.5 Hitting and visiting; 4.6 Stationary distributions and the long run; 4.7 Reversibility; 4.8 Queues; 4.9 Miscellaneous models; 5 Diffusions 5.1 Introduction: Brownian motion5.2 The Wiener process; 5.3 Reflection principle; first-passage times; 5.4 Functions of diffusions; 5.5 Martingale methods; 5.6 Stochastic calculus: introduction; 5.7 The stochastic integral; 5.8 Itô's formula; 5.9 Processes in space; 6 Hints and solutions for starred exercises and problems; Further reading; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Stochastic models. http://id.loc.gov/authorities/subjects/sh2005004376 Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Processus stochastiques. Modèles stochastiques. MATHEMATICS Probability & Statistics Stochastic Processes. bisacsh Mathematics. eflch Stochastic models fast Stochastic processes fast Stochastischer Prozess gnd http://d-nb.info/gnd/4057630-9 Stochastische processen. gtt Markov-processen. gtt Mathematics. ukslc |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85128181 http://id.loc.gov/authorities/subjects/sh2005004376 https://id.nlm.nih.gov/mesh/D013269 http://d-nb.info/gnd/4057630-9 |
| title | Stochastic processes and models / |
| title_auth | Stochastic processes and models / |
| title_exact_search | Stochastic processes and models / |
| title_full | Stochastic processes and models / David Stirzaker. |
| title_fullStr | Stochastic processes and models / David Stirzaker. |
| title_full_unstemmed | Stochastic processes and models / David Stirzaker. |
| title_short | Stochastic processes and models / |
| title_sort | stochastic processes and models |
| topic | Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Stochastic models. http://id.loc.gov/authorities/subjects/sh2005004376 Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Processus stochastiques. Modèles stochastiques. MATHEMATICS Probability & Statistics Stochastic Processes. bisacsh Mathematics. eflch Stochastic models fast Stochastic processes fast Stochastischer Prozess gnd http://d-nb.info/gnd/4057630-9 Stochastische processen. gtt Markov-processen. gtt Mathematics. ukslc |
| topic_facet | Stochastic processes. Stochastic models. Stochastic Processes Processus stochastiques. Modèles stochastiques. MATHEMATICS Probability & Statistics Stochastic Processes. Mathematics. Stochastic models Stochastic processes Stochastischer Prozess Stochastische processen. Markov-processen. Electronic books. |
| work_keys_str_mv | AT stirzakerdavid stochasticprocessesandmodels |