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OverviewFull Product DetailsAuthor: Rabi Bhattacharya (University of Arizona) , Mukul Majumdar (Cornell University, New York)Publisher: Cambridge University Press Imprint: Cambridge University Press Dimensions: Width: 15.90cm , Height: 2.80cm , Length: 23.70cm Weight: 0.742kg ISBN: 9780521825658ISBN 10: 0521825652 Pages: 480 Publication Date: 08 January 2007 Audience: College/higher education , Professional and scholarly , Tertiary & Higher Education , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: Manufactured on demand We will order this item for you from a manufactured on demand supplier. Table of ContentsReviewsThis book is very well written and it is a clear synthesis of the theory of discrete time dynamical processes with many applications to economics. In particular, the book contains a large number of examples and exercises, which in my opinion, make it a useful guide for students and also for researchers. Maria J. Garrido-Atienza, Mathematical Reviews 'This reviewer has all the arguments to recommend the book strongly not only to institutional libraries but also to anybody who is studying, teaching or using stochastic models. With its contents and style of presentation this attractive book will be very useful to postgraduate students in several areas, among them mathematics, statistics or probability, economics, biology or engineering.' Journal of the Royal Statistical Society Author InformationRabi Bhattacharya is Professor of Mathematics at the University of Arizona. He has also taught at the University of California at Berkeley and Indiana University. Professor Bhattacharya has held visiting research professorships at the University of Goetttingen, the University of Bielefeld, and the Indian Statistical Institute. He is a recipient of a Guggenheim Fellowship and an Alexander Von Humboldt Forschungspreis. He is a Fellow of the Institute of Mathematical Statistics and has served on the editorial boards of a number of international journals, including the Annals of Probability, Annals of Applied Probability, Journal of Multivariate Analysis, and Statistica Sinica. He has co-authored Normal Approximations and Asymptotic Expansions (with R. Ranga Rao), Stochastic Processes with Applications (with E. C. Waymire), and Asymptotic Statistics (with M. Denker). Mukul Majumdar is H. T. and R. I. Warshow Professor of Economics at Cornell University. He has also taught at Stanford University and the London School of Economics. Professor Majumdar is a Fellow of the Econometric Society and has been a Guggenheim Fellow, a Ford Rotating Research at the University of California, Berkeley, an Erskine Fellow at the University of Canterbury, an Oskar Morgenstern Visiting Professor at New York University, a Lecturer at the College de France and an Overseas Fellow at Churchill College, Cambridge University. Professor Majumdar has served on the editorial boards of many leading journals, including The Review of Economic Studies, Journal of Economic Theory, Journal of Mathematical Economics, and Economic Theory, and edited the collection Organizations with Incomplete Information (Cambridge University Press, 1998). Tab Content 6Author Website:Countries AvailableAll regions |
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