Stochastic Processes: Basic Theory And Its Applications
Author:   Narahari U Prabhu (Cornell University, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
ISBN:  

9789812706263


Pages:   356
Publication Date:   03 October 2007
Format:   Hardback
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Our Price $245.52 Quantity:  
Add to Cart

Share |

Stochastic Processes: Basic Theory And Its Applications


Add your own review!

Overview

Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.

Full Product Details

Author:   Narahari U Prabhu (Cornell University, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Dimensions:   Width: 16.00cm , Height: 2.50cm , Length: 23.30cm
Weight:   0.635kg
ISBN:  

9789812706263


ISBN 10:   9812706267
Pages:   356
Publication Date:   03 October 2007
Audience:   College/higher education ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Table of Contents

A Review of Probability Distributions and Their Properties; Definition and Characteristics of a Stochastic Process; Some Important Classes of Stochastic Processes; Stationary Processes; The Brownian Motion and the Poisson Process, Levy Processes; Renewal Processes and Random Walks; Martingales in Discrete Time; Branching Processes; Regenerative Phenomena; Markov Chains; Tauberian Theorems.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now