Stochastic Processes

Author:   J. Medhi
Publisher:   New Age International (UK) Ltd
Edition:   3rd Revised edition
ISBN:  

9781906574307


Pages:   524
Publication Date:   31 December 2009
Format:   Hardback
Availability:   In Print   Availability explained
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Stochastic Processes


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Overview

This book aims to position itself between the level of elementary probability texts and advanced works on stochastic processes. The pre-requisites to consult this book are a course on elementary probability theory and statistics, and a course on advanced calculus. In this book numberous examples have been given, based on theories discussed and a large number of problems along with their answers have also been provided. This revised edition further updates the materials and references and some new chapters have been introduced. The text has been designed particularly for advanced undergraduate, postgraduate and research level courses in applied maths, statistics, operations research, computer science, different branches of engineering, telecommunications, business and management, economics and life sciences.

Full Product Details

Author:   J. Medhi
Publisher:   New Age International (UK) Ltd
Imprint:   New Age Science Ltd
Edition:   3rd Revised edition
Dimensions:   Width: 19.20cm , Height: 2.70cm , Length: 24.70cm
ISBN:  

9781906574307


ISBN 10:   1906574308
Pages:   524
Publication Date:   31 December 2009
Audience:   College/higher education ,  Undergraduate ,  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.

Table of Contents

Random Variable and Stochastic Processes Markov Chains Markov Processes with Discrete State Space: Poisson Process and its Extensions Markov Processes with Continuous State Space Martingales Renewal Processes and Theory Markov Renewal and Semi-Markov Processes Simulation Appendices - Some Basic Mathematical Results, Answers to Exercises, Abbreviations, Table of Laplace Transforms, Important Probability Distribution and their Parameters: Moments, Moment Generating Functions

Reviews

A review of the first edition in The American Mathematical Monthly (Dec., 1982) gives a special positive emphasis on it as a textbook as this is the clear choice amongst a dozen or more competing textsA . (TAV) Similarly a review of the second edition (1994) in the Journal of the Operational Research Society, U.K. (1996) commended it As before, it rightly deserves to be 'nominated' as the first choiceA . (Jim Freeman)


Author Information

Jyotiprasad Medhi, Professor Emeritus, was a visiting professor at the Universities of Montreal, McMaster and Toronto, Canada and University of Wisconsin, USA. He is the author/co-author of a large number of scientific/technical papers published in international journals and has been working as referee to many reputed international journals. Also he has been giving seminar lectures on invitation, at several Unviersities in India, UK, France, Canada and the USA. In addition to publishing a large number of research papers and an introductory text, - Statistical Methods, he has authored three advanced level books; Stochastic Processes, Recent Developments in Bulk Queueing Models and Stochastic Models in Queueing Theory, published in India and USA.

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