Kniha Course in Stochastic Processes D. Bosq

Course in Stochastic Processes

Stochastic Models and Statistical Inference

Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: Springer
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
199.57
This volume is an introduction to stochastic processes and their statistics. Basic stochastic proces...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
1996
Stránok
354
EAN
9780792340874
ISBN
0792340876
Enbook ID
01395106
Vydavateľ
Hmotnosť
1530
Rozmery
156 x 234 x 27

Kompletný popis

This volume is an introduction to stochastic processes and their statistics. Basic stochastic processes are developed from real world situations to the need for generating mathematical models, while at the same time students learn to apply theoretical models. The lessons cover basic stochastic processes such as Poisson processes, Markov chains, random walks, renewal theory, queuing theory, ARMA models, martingales, Brownian motion and diffusion processes. The statistical topics treated include the basic aspects of statistics of point processes, stationary processes and diffusion processes. Audience: This textbook will be useful for one-semester courses at graduate level to students of mathematics, statistics, computer science, electrical and industrial engineering and economics.

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