Code: 02569358

Introduction to Stochastic Processes

Name: Introduction to Stochastic Processes
Brand: Dover Publications Inc.
SKU: 02569358
Price: 18.59 EUR
Availability: InStock
Author: Cinlar
ISBN: 9780486497976

by Cinlar

Language: English
Binding: Paperback
Number of pages: 416
Publisher: Dover Publications Inc., 2013
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Preface 1. Probability Spaces and Random Variables 2. Expectations and Independence 3. Bernoulli Processes and Sums of Independent Random Variables 4. Poisson Processes 5. Markov Chains 6. Limiting Behavior and Applications of Markov Chains 7. Potentials, Excessive Functions, and Optimal Stopping of Markov Chains 8. Markov Processes 9. Renewal Theory 10. Markov Renewal Theory Afterword Appendix. Non-Negative Matrices References Answers to Selected Exercises Index of Notations Subject Index