Stochastic Processes

Author:   Emanuel Parzen
Publisher:   Dover Publications Inc.
ISBN:  

9780486796888


Pages:   336
Publication Date:   31 July 2015
Format:   Paperback
Availability:   In Print   Availability explained
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Stochastic Processes


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Overview

Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine conditional probability and conditional expectation, normal processes and covariance stationary processes, and counting processes and Poisson processes. The text concludes with explorations of renewal counting processes, Markov chains, random walks, and birth and death processes, including examples of the wide variety of phenomena to which these stochastic processes may be applied. Numerous examples and exercises complement every section.

Full Product Details

Author:   Emanuel Parzen
Publisher:   Dover Publications Inc.
Imprint:   Dover Publications Inc.
Dimensions:   Width: 16.00cm , Height: 1.70cm , Length: 23.60cm
Weight:   0.492kg
ISBN:  

9780486796888


ISBN 10:   0486796884
Pages:   336
Publication Date:   31 July 2015
Audience:   College/higher education ,  Undergraduate
Format:   Paperback
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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Emanuel Parzen is the author of several highly regarded books on probability theory. He taught at Stanford from 1956 until 1970 and then at SUNY Buffalo, and in 1978 he was named Distinguished Professor at Texas A & M University.

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