Items related to Stochastic Processes: Problems and Solutions.
Synopsis
Professor Takacs's valuable little book consists of four chapters, the first three dealing respectively with Markov chains, Markov Processes, and Non-Markovian processes. Each chapter is followed by an extensive list of problems and exercises, detailed solutions of these being given in the fourth chapter. The theory of the first three chapters is made up of a condensed but very comprehensive summary of the main theoretical results required for the solution of the examples. These provide an excellent basis for a postgraduate course in probability theory following an introductory course. The examples, of which there are 94 covering a wide range of the applications of probability models, form ideal material for testing one's understanding of the theory.
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Stochastic Processes: Problems and Solutions.
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Stochastic Processes: Problems and Solutions.
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Stochastic Processes: Problems and Solutions.
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