Items related to Introduction to Stochastic Processes
Synopsis
An excellent introduction for electrical, electronics engineers and computer scientists who would like to have a good, basic understanding of the stochastic processes! This clearly written book responds to the increasing interest in the study of systems that vary in time in a random manner. It presents an introductory account of some of the important topics in the theory of the mathematical models of such systems. The selected topics are conceptually interesting and have fruitful application in various branches of science and technology.
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Review
"This text maintains the highest possible mathematical standards for a book at this level. I would not teach a course in stochastic processes without it." --John Angus, Claremont Graduate University
"This book is well structured with topics that can be covered in one semester. I particularly like the topics chosen because they are not only of importance in theory, but also applicable to many areas such as economics, finance, engineering, and so on. The presentation is clear and reader friendly." --Yimin Xiao, Michigan State University
"A classic book that looks better and better as time goes by." --N. D. Singpurwalla, George Washington University
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Introduction to Stochastic Processes
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00109762274
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Introduction to Stochastic Processes
Seller: HPB-Red, Dallas, TX, U.S.A.
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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_462095827
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Introduction to Stochastic Processes
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_430893489
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Introduction to Stochastic Processes
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 2 out of 5 stars
Paperback. Condition: Good. The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts -- Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman-Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn-Minkowski inequality in convex geometry.This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis. Seller Inventory # CIN0881332674G
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Introduction to Stochastic Processes
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Condition: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00108773728
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Introduction to Stochastic Processes
Seller: Gardner's Used Books, Inc., Tulsa, OK, U.S.A.
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paperback. Condition: Good. Good condition paperback. Pages are clean and unmarked. Minor edgewear and corner rubbing. Spine is straight. Tulsa's largest used bookstore. Located on South Mingo Road since 1991. No-hassle return policy if not completely satisfied. Seller Inventory # mon0000386737
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Introduction to Stochastic Processes
Seller: GoldBooks, Denver, CO, U.S.A.
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Introduction to Stochastic Processes
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Introduction to Stochastic Processes
Seller: Revaluation Books, Exeter, United Kingdom
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Paperback. Condition: Brand New. 11/15/86 edition. 203 pages. 9.00x6.00x0.50 inches. In Stock. Seller Inventory # 0881332674
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Introduction to Stochastic Processes
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-0881332674