Información General

• Autores: Mario Lefebvre
• Editores: New York : Springer, [2007
• Año de publicación: 2007
• País: Estados Unidos
• Idioma: inglés
• ISBN: 0-387-34171-4, 978-0-387-34171-2, 978-0-387-48976-6
• Texto completo no disponible (Saber más ...)

Resumen

• This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.

Otros catálogos

• Red de Bibliotecas Universitarias (REBIUN)

Índice

• Preface.- Review of probability theory.- Stochastic processes.- Markov chains.- Diffusion processes.- Poisson processes.- Queueing theory.- Appendix A. Statistical tables.- Appendix B. Answers to even-numbered exercises.- References.- Index