Introduction to Stochastic Process
Author:   A.K. Basu
Publisher:   Alpha Science International Ltd
Edition:   illustrated edition
ISBN:  

9781842651056


Pages:   432
Publication Date:   30 January 2003
Format:   Hardback
Availability:   Available To Order   Availability explained
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Introduction to Stochastic Process


Overview

This book, suitable for advanced undergraduate, postgraduate and research courses in statistics, applied mathematics, operation research, computer science, different branches of engineering, business and management, economics and life sciences etc., is aimed between elementary probability texts and advanced works on stochastic processes. What distinguishes the text is the illustration of the theorems by examples and applications.

Full Product Details

Author:   A.K. Basu
Publisher:   Alpha Science International Ltd
Imprint:   Alpha Science International Ltd
Edition:   illustrated edition
Weight:   0.850kg
ISBN:  

9781842651056


ISBN 10:   1842651056
Pages:   432
Publication Date:   30 January 2003
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Table of Contents

Preface Abbreviations and Notations Introduction Discrete Time Markov Chain Random Walks Renewal Theory Branching Process Continuous Time Discrete State Markov Processes Poisson Process Continuous Time and Continuous State Markov Process Time Series Analysis Queuing Theory Appendix: Sample paths of Brownian notions Second order stochastic Analysis Stochastic integral (Ito intergal) Some important martingale theorems Solutions of Problems and Complements.

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Author Information

A. K. Basu.: Department of Statistics, Calcutta University Calcutta, India

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Latest Reading Guide

NOV RG 20252

 

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