Stochastic Processes

An Introduction, Third Edition

Nonfiction, Science & Nature, Mathematics, Probability, Statistics, Reference & Language, Reference
Cover of the book Stochastic Processes by Peter Watts Jones, Peter Smith, CRC Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Peter Watts Jones, Peter Smith ISBN: 9781498779234
Publisher: CRC Press Publication: October 30, 2017
Imprint: Chapman and Hall/CRC Language: English
Author: Peter Watts Jones, Peter Smith
ISBN: 9781498779234
Publisher: CRC Press
Publication: October 30, 2017
Imprint: Chapman and Hall/CRC
Language: English

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.

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

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.

More books from CRC Press

Cover of the book Counterexamples in Probability And Statistics by Peter Watts Jones, Peter Smith
Cover of the book Mental Health for Primary Care by Peter Watts Jones, Peter Smith
Cover of the book Geothermal Water Management by Peter Watts Jones, Peter Smith
Cover of the book R Primer by Peter Watts Jones, Peter Smith
Cover of the book Medicinal Plants by Peter Watts Jones, Peter Smith
Cover of the book Hands On Water and Wastewater Equipment Maintenance, Volume II by Peter Watts Jones, Peter Smith
Cover of the book Coarse-Grained Modeling of Biomolecules by Peter Watts Jones, Peter Smith
Cover of the book Introduction to Holomorphic Functions of Several Variables, Volume I by Peter Watts Jones, Peter Smith
Cover of the book Power Supply Devices and Systems of Relay Protection by Peter Watts Jones, Peter Smith
Cover of the book Handbook of Indigenous Fermented Foods, Revised and Expanded by Peter Watts Jones, Peter Smith
Cover of the book Optical Wideband Transmission Systems by Peter Watts Jones, Peter Smith
Cover of the book Rationalizing Acute Care Services by Peter Watts Jones, Peter Smith
Cover of the book Biotechnology of Endophytic Fungi of Grasses by Peter Watts Jones, Peter Smith
Cover of the book Eukaryotic Gene Regulation by Peter Watts Jones, Peter Smith
Cover of the book Risk Avoidance for the Building Team by Peter Watts Jones, Peter Smith
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