Stochastic Processes: From Applications to Theory (Chapman & Hall/CRC Texts in Statistical Science)

Del Moral, Pierre,Penev, Spiridon

ISBN 10: 1498701833 / ISBN 13: 9781498701839

Published by Chapman and Hall/CRC, 2016

About this Item

Seller Inventory # mon0003667103

Bibliographic Details

• Title: Stochastic Processes: From Applications to Theory (Chapman & Hall/CRC Texts in Statistical Science)
• Publisher: Chapman and Hall/CRC
• Publication Date: 2016
• Language: English
• ISBN 10: 1498701833
• ISBN 13: 9781498701839
• Binding: hardcover
• Condition: Very Good

About this title

Synopsis

Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.

About the Author

Pierre Del Moral and Spiridon Penev are professors in the School of Mathematics and Statistics at the University of New South Wales.