Stochastic Processes With Applications

Bhattacharya, Rai N.;Waymire, Edward C.

ISBN 10: 0471842729 / ISBN 13: 9780471842729

Published by Somerset, New Jersey, U.S.A.: John Wiley & Sons Inc, 1990

About this Item

hardback book and dust jacket in near fine condition,name [type size] in upper corner of first blank page.

Seller Inventory # 125213

Bibliographic Details

• Title: Stochastic Processes With Applications
• Publisher: Somerset, New Jersey, U.S.A.: John Wiley & Sons Inc
• Publication Date: 1990
• Language: English
• ISBN 10: 0471842729
• ISBN 13: 9780471842729
• Binding: Hardcover
• Edition: 1st Edition
• Condition: Near Fine
• Dust Jacket Condition: Near Fine
• Seller catalogs:
  • technical
  • mathematics
  • Science

About this title

Synopsis

Provides a clear and concise explanation of stochastic theory with an emphasis on computation and examples. This practical graduate text develops theory at an understandable technical level and offers challenging examples to underscore theoretical principles. A special section at the end of each chapter offers additional examples and applications to reinforce the theory in the chapter exercises, and the self-contained chapter on measure theory can be used as a short course or integrated into a general stochastic processes class. The sample course outlines that illustrate the different types of courses that could be based on the text will be of particular interest to professors/instructors.

Book Description

A very broad coverage of the most applicable aspects of stochastic processes. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. It is for graduate students, but will also be useful to professionals as a reference.