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Cover: 9789811208973 | FIRST LOOK AT STOCHASTIC PROCESSES, A | Rosenthal Jeffrey S | Buch
Rückseite: 9789811208973 | FIRST LOOK AT STOCHASTIC PROCESSES, A | Rosenthal Jeffrey S | Buch
Cover: 9789811208973 | FIRST LOOK AT STOCHASTIC PROCESSES, A | Rosenthal Jeffrey S | Buch
Rückseite: 9789811208973 | FIRST LOOK AT STOCHASTIC PROCESSES, A | Rosenthal Jeffrey S | Buch
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FIRST LOOK AT STOCHASTIC PROCESSES, A
Taschenbuch von Rosenthal Jeffrey S
Sprache: Englisch

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Beschreibung
This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.
Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.
The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.
This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.
Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.
The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.
Details
Erscheinungsjahr: 2019
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9789811208973
ISBN-10: 9811208972
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Rosenthal Jeffrey S
Hersteller: World Scientific
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 229 x 152 x 12 mm
Von/Mit: Rosenthal Jeffrey S
Erscheinungsdatum: 04.10.2019
Gewicht: 0,318 kg
Artikel-ID: 116951944
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