Introduction to Random Processes

Language: English

Published by Springer, Springer Vieweg Dez 2011, 2011

3642727190 / 9783642727191

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This item is printed on demand - Print on Demand Titel. Neuware -Today, the theory of random processes represents a large field of mathematics with many different branches, and the task of choosing topics for a brief introduction to this theory is far from being simple. This introduction to the theory of random processes uses mathematical models that are simple, but have some importance for applications. We consider different processes, whose development in time depends on some random factors. The fundamental problem can be briefly circumscribed in the following way: given some relatively simple characteristics of a process, compute the probability of another event which may be very complicated; or estimate a random variable which is related to the behaviour of the process. The models that we consider are chosen in such a way that it is possible to discuss the different methods of the theory of random processes by referring to these models. The book starts with a treatment of homogeneous Markov processes with a countable number of states. The main topic is the ergodic theorem, the method of Kolmogorov's differential equations (Secs. 1-4) and the Brownian motion process, the connecting link being the transition from Kolmogorov's differential-difference equations for random walk to a limit diffusion equation (Sec. 5).Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 132 pp. Englisch.

Seller Inventory # 9783642727191

Title
Introduction to Random Processes
Author
Yurii A. Rozanov
Publisher
Springer, Springer Vieweg Dez 2011
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3642727190
ISBN 13
9783642727191
Item weight
213 grams
Dimensions
235x155x8 mm

buchversandmimpf2000

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