An Introduction to Stochastic Processes

0 avg rating
( 0 ratings by Goodreads )
 
9780534255183: An Introduction to Stochastic Processes
View all copies of this ISBN edition:
 
 

Intended for a calculus-based course in stochastic processes at the graduate or advanced undergraduate level, this text offers a modern, applied perspective. Instead of the standard formal and mathematically rigorous approach usual for texts for this course, Edward Kao emphasizes the development of operational skills and analysis through a variety of well-chosen examples.

"synopsis" may belong to another edition of this title.

About the Author:

Ph.D. Yale University

Review:

1. INTRODUCTION Overview / Introduction / Discrete Random Variables and Generating Functions / Continuous Random Variables and Laplace Transforms / Some Mathematical Background / Problems / Bibliographic Notes / References / Appendix 2. POISSON PROCESSES Overview / Introduction / Properties of Poisson Processes / Nonhomogeneous Poisson Processes / Filtered Poisson Processes / Two-Dimensional and Marked Poisson Processes / Poisson Arrivals See Time Averages (PASTA) / Problems / Bibliographic Notes / References / Appendix 3. RENEWAL PROCESSES Overview / Introduction / Renewal-Type Equations / Excess Life, Current Life, and Total Life / Renewal Reward Processes / Limiting Theorems, Stationary and Transient Renewal Processes / Regenerative Processes / Discrete Renewal Processes / Problems / Bibliographic Notes / References / Appendix 4. DISCRETE-TIME MARKOV CHAINS Overview / Introduction / Classification of States / Ergodic and Periodic Markov Chains / Absorbing Markov Chains / Markov Reward Processes / Reversible Discrete-Time Markov Chains / Problems / Bibliographic Notes / References / Appendix 5. CONTINUOUS-TIME MARKOV CHAINS Overview / Introduction / The Kolmogorov Differential Equations / The Limiting Probabilities / Absorbing Continuous-Time Markov Chains / Phase-Type Distributions / Uniformization / Continuous-Time Markov Reward Processes / Reversible Continuous-Time Markov Chains / Problems / Bibliographic Notes / References / Appendix 6. MARKOV RENEWAL AND SEMI-REGENERATIVE PROCESSES Overview / Introduction / Markov Renewal Functions and Equations / Semi-Markov Processes and Related Reward Processes / Semi-Regenerative Processes / Problems / Bibliographic Notes / References / Appendix 7. BROWNIAN MOTION AND OTHER DIFFUSION PROCESSES Overview / Introduction / Diffusion Processes / Ito's Calculus and Stochastic Differential Equations / Multidimensional Ito's Lemma / Control of Systems of Stochastic Differential Equations / Problems / Bibliographic Notes / References / Appendix / APPENDIX: GETTING STARTED WITH MATLAB / INDEX

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 399.95
US$ 123.41

Convert Currency

Shipping: US$ 1.99
Within U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Kao, Edward P. C.
Published by Cengage Learning (1996)
ISBN 10: 0534255183 ISBN 13: 9780534255183
New Hardcover Quantity Available: 2
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Cengage Learning, 1996. Hardcover. Condition: New. Never used!. Seller Inventory # P110534255183

More information about this seller | Contact this seller

Buy New
US$ 123.41
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds

2.

Edward P. C. Kao
Published by Cengage Learning (1996)
ISBN 10: 0534255183 ISBN 13: 9780534255183
New Hardcover First Edition Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Cengage Learning, 1996. Condition: New. book. Seller Inventory # M0534255183

More information about this seller | Contact this seller

Buy New
US$ 555.99
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

3.

Edward P. C. Kao
Published by Duxbury Pr (1996)
ISBN 10: 0534255183 ISBN 13: 9780534255183
New Hardcover Quantity Available: 1
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Duxbury Pr, 1996. Hardcover. Condition: Brand New. 1st edition. 438 pages. 9.75x6.75x0.75 inches. In Stock. Seller Inventory # 0534255183

More information about this seller | Contact this seller

Buy New
US$ 705.42
Convert Currency

Add to Basket

Shipping: US$ 8.38
From United Kingdom to U.S.A.
Destination, Rates & Speeds