Overview
The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.
Full Product Details
Author: Pierre Brémaud
Publisher: Springer Nature Switzerland AG
Imprint: Springer Nature Switzerland AG
Edition: 1st ed. 2020
Weight: 1.104kg
ISBN: 9783030401825
ISBN 10: 3030401820
Pages: 713
Publication Date: 08 April 2020
Audience:
College/higher education
,
Undergraduate
,
Postgraduate, Research & Scholarly
Format: Paperback
Publisher's Status: Active
Availability: Manufactured on demand
We will order this item for you from a manufactured on demand supplier.
Reviews
“The book is very interesting and useful to a very wide audience: students, postgraduates, practitioners and everybody who wants to study random objects and apply stochastic methods.” (Yuliya S. Mishura, zbMATH 1445.60001, 2020)
The book is very interesting and useful to a very wide audience: students, postgraduates, practitioners and everybody who wants to study random objects and apply stochastic methods. (Yuliya S. Mishura, zbMATH 1445.60001, 2020)
Author Information
Pierre Brémaud graduated from the École Polytechnique and obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science at the University of California, Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference books and textbooks on the subject.
