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Synopsis
The purpose of this excellent graduate-level text is twofold: first, to present a nonmeasure-theoretic introduction to Markov processes, and second, to give a formal treatment of mathematical models based on this theory, which have been employed in various fields. Since the main emphasis is on application, the book is intended both as a text and reference in applied probability theory. There are three parts:
Part I consists of three chapters, respectively devoted to processes discrete in space and time, processes discrete in space and continuous in time, and processes continuous in space and time (diffusion processes). Inasmuch as this section presents the elements of the theory necessary for the applications in Part II, this material can also serve as a text for an introductory course on Markov processes for students of probability and mathematical statistics, and research worked in applied fields.
Part II consists of six chapters devoted to applications in biology, physics, astronomy and astrophysics, chemistry, and operations research. An attempt has been made to consider in detail representative applications of the theory of Markov processes in the above areas, with particular emphasis on the assumptions on which the stochastic models are based and the properties of these models.
The three appendixes are concerned with generating functions, integral transforms, and Monte Carlo methods. The first two appendixes list some properties of generating functions and Laplace and Mellin transforms required in the text. The third appendix is mainly devoted to references dealing with the use of Monte Carlo methods in the study of stochastic processes occurring in different applied fields.
A bibliography is given at the end of each chapter and appendix. In addition, a general bibliography of texts and monographs on stochastic processes is given at the end of the Introduction. Prerequisites are a knowledge of elementary probability theory, mathematical statistics and analysis.
"synopsis" may belong to another edition of this title.
- PublisherMcGraw Hill
- Publication date1960
- ISBN 10 0070051569
- ISBN 13 9780070051560
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages468
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Elements of the Theory of Markov Processes and Their Applications
Published by
McGraw-Hill Book Company, 1960
ISBN 10: 0070051569
ISBN 13: 9780070051560
Used
Hardcover
Seller: Bingo Used Books, Vancouver, WA, U.S.A.
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Hardcover. Condition: Good. Hardback in good condition. A bit of underlining in text. Seller Inventory # 93118
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Elements of the Theory of Markov Processes and Their Applications
Published by
McGraw Hill, New York, NY, 1960
ISBN 10: 0070051569
ISBN 13: 9780070051560
Used
Hardcover
First Edition
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Hardcover. Condition: Very Good. No Jacket. First Edition. 1st Printing. Hardcover. Book Condition: Very Good. Jacket Condition: No Jacket. McGraw Hill, New York, NY 1960. First Edition. 1st Printing. 468 pages. Nice Firm Clean copy ! Light general wear. Size: 9 x 5.8 x 1.1. Science/Nature::Mathematics 6083. Seller Inventory # 133421
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Elements of the Theory of Markov Processes and Their Applications
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Hardcover. Condition: Fine. Dust Jacket Condition: Near Fine. Second Printing. Name stamp on endpaper, jacket browned ; 9.1 X 5.9 X 1.2 inches; 468 pages. Seller Inventory # 56009
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