Stochastic Processes and Their Applications
Author:   Frank Beichelt ,  L. Paul Fatti
Publisher:   Taylor & Francis Ltd
ISBN:  

9780415272322


Pages:   338
Publication Date:   18 October 2001
Format:   Hardback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Stochastic Processes and Their Applications


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Full Product Details

Author:   Frank Beichelt ,  L. Paul Fatti
Publisher:   Taylor & Francis Ltd
Imprint:   CRC Press
Dimensions:   Width: 17.80cm , Height: 2.40cm , Length: 25.40cm
Weight:   0.790kg
ISBN:  

9780415272322


ISBN 10:   0415272327
Pages:   338
Publication Date:   18 October 2001
Audience:   Professional and scholarly ,  Professional & Vocational ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Reviews

The book's primary strength lies in its crisp and lively presentation of the subject with neither undue attention nor neglect for technical detail. ... The book is well prepared an accurate. ... [The] chapters on probability and general stochastic processes serve to homogenize the audience as well as make the text feel more self-contained. ... Is it worth owning? Yes ... . - The American Statistician, Aug. 2004, Vol. 58, No. 3


The book's primary strength lies in its crisp and lively presentation of the subject with neither undue attention nor neglect for technical detail. The book is well prepared an accurate. [The] chapters on probability and general stochastic processes serve to homogenize the audience as well as make the text feel more self-contained. Is it worth owning? Yes . - The American Statistician, Aug. 2004, Vol. 58, No. 3


Author Information

Frank Beichelt, L. Paul Fatti

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