Introduction to Stochastic Processes

Nonfiction, Science & Nature, Mathematics, Probability, Statistics
Cover of the book Introduction to Stochastic Processes by Erhan Cinlar, Dover Publications
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Erhan Cinlar ISBN: 9780486276328
Publisher: Dover Publications Publication: February 20, 2013
Imprint: Dover Publications Language: English
Author: Erhan Cinlar
ISBN: 9780486276328
Publisher: Dover Publications
Publication: February 20, 2013
Imprint: Dover Publications
Language: English

This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. The text emphasizes the modern viewpoint, in which the primary concern is the behavior of sample paths. By employing matrix algebra and recursive methods, rather than transform methods, it provides techniques readily adaptable to computing with machines.
Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming some background in calculus but none in measure theory, the complete, detailed, and well-written treatment is suitable for engineering students in applied mathematics and operations research courses as well as those in a wide variety of other scientific fields. Many numerical examples, worked out in detail, appear throughout the text, in addition to numerous end-of-chapter exercises and answers to selected exercises.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. The text emphasizes the modern viewpoint, in which the primary concern is the behavior of sample paths. By employing matrix algebra and recursive methods, rather than transform methods, it provides techniques readily adaptable to computing with machines.
Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming some background in calculus but none in measure theory, the complete, detailed, and well-written treatment is suitable for engineering students in applied mathematics and operations research courses as well as those in a wide variety of other scientific fields. Many numerical examples, worked out in detail, appear throughout the text, in addition to numerous end-of-chapter exercises and answers to selected exercises.

More books from Dover Publications

Cover of the book British Costume from Earliest Times to 1820 by Erhan Cinlar
Cover of the book Poem of My Cid (Selections) / Poema de Mio Cid (Selección) by Erhan Cinlar
Cover of the book A Short Account of the History of Mathematics by Erhan Cinlar
Cover of the book About Sketching by Erhan Cinlar
Cover of the book Historic English Costumes and How to Make Them by Erhan Cinlar
Cover of the book 500 Master Games of Chess by Erhan Cinlar
Cover of the book Lectures on Analytic and Projective Geometry by Erhan Cinlar
Cover of the book The Method of Trigonometrical Sums in the Theory of Numbers by Erhan Cinlar
Cover of the book The Unity of the Universe by Erhan Cinlar
Cover of the book Algebraic Extensions of Fields by Erhan Cinlar
Cover of the book The Irish Fairy Book by Erhan Cinlar
Cover of the book In the Dark by Erhan Cinlar
Cover of the book Baron Von Steuben's Revolutionary War Drill Manual by Erhan Cinlar
Cover of the book Win at Poker by Erhan Cinlar
Cover of the book Our Singing Country by Erhan Cinlar
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy