Introduction to Stochastic Process - Hardcover

Basu, A.K.

Hardcover

ISBN 10: 1842651056 ISBN 13: 9781842651056

Publisher: Alpha Science, 2003

Synopsis

This book, suitable for advanced undergraduate, postgraduate and research courses in statistics, applied mathematics, operation research, computer science, different branches of engineering, business and management, economics and life sciences etc., is aimed between elementary probability texts and advanced works on stochastic processes. What distinguishes the text is the illustration of the theorems by examples and applications.

Table of Contents

• Preface
• Abbreviations and Notations
• Introduction
• Discrete Time Markov Chain
• Random Walks
• Renewal Theory
• Branching Process
• Continuous Time Discrete State Markov Processes
• Poisson Process
• Continuous Time and Continuous State Markov Process
• Time Series Analysis
• Queuing Theory
• Appendix: Sample paths of Brownian notions
• Second order stochastic Analysis
• Stochastic integral (Ito intergal)
• Some important martingale theorems
• Solutions of Problems and Complements.

About this title

About the Author

A. K. Basu.: Department of Statistics, Calcutta University Calcutta, India

Edition details

• Publisher: Alpha Science
• Publication date: 2003
• ISBN 10: 1842651056
• ISBN 13: 9781842651056
• Binding: Hardcover
• Language: English
• Number of pages: 432