Name: Applied Stochastic Processes
SKU: 52064207
Price: 119.58 EUR
Availability: InStock
Author: Ming Liao
ISBN: 9780367379773

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Type

Physical Book

Publisher

Routledge

Author

Ming Liao

Year

2019

Language

English

Pages

208

Format

Paperback

ISBN13

9780367379773

Edition No.

Synopsis "Applied Stochastic Processes "

Applied Stochastic Processes presents a concise, graduate-level treatment of the subject, emphasizing applications and practical computation. It also establishes the complete mathematical theory in an accessible way. After reviewing basic probability, the text covers Poisson processes, renewal processes, discrete- and continuous-time Markov chains, and Brownian motion. It also offers an introduction to stochastic differential equations. While the main applications described are queues, the book also considers other examples, such as the mathematical model of a single stock market. With exercises in most sections, this book provides a clear, practical introduction for beginning graduate students. The material is presented in a straightforward manner using short, motivating examples. In addition, the author develops the mathematical theory with a strong emphasis on probability intuition.

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Applied Stochastic Processes - Ming Liao

Synopsis "Applied Stochastic Processes "

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