Synopsis
A vigorous response to the challenges of incorporating computer use into the teaching and learning of stochastic processes, this book takes an applications- and computer-oriented approach rather than the standard formal and mathematically rigorous approach. It is suitable for advanced undergraduates and beginning graduate students in operations research, management science, finance, engineering, statistics, computer science, and applied mathematics. Prerequisites are intermediate-level calculus, elementary linear algebra, and an introductory course in probability with an emphasis in operational skills on conditioning.
The first chapter reviews some preliminary materials, including transform methods and basic concepts in mathematical analysis. Subsequent chapters explore variants of Poisson processes, renewal processes, discrete-time and continuous-time Markov chains, Markov renewal and semi-regenerative processes, and Brownian motion and other diffusion processes. Each chapter concludes with problems, bibliographic notes, references, and an Appendix. A Solutions Manual is available to instructors upon request.
"synopsis" may belong to another edition of this title.
About the Author
Edward P. C. Kao is Professor of Mathematics at the University of Houston.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for An Introduction to Stochastic Processes (Dover Books...
Stock Image
An Introduction to Stochastic Processes (Dover Books on Mathematics)
Published by
Dover Publications (edition ), 2019
ISBN 10: 0486837920
ISBN 13: 9780486837925
Used
Paperback
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Fair. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way. Seller Inventory # 0486837920-7-1
Stock Image
An Introduction to Stochastic Processes (Dover Books on Mathematics)
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_398098595
Stock Image
An Introduction to Stochastic Processes Format: Paperback
Seller: INDOO, Avenel, NJ, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Brand New. Seller Inventory # 9780486837925