First Course in Stochastic Processes

Name: First Course in Stochastic Processes
Brand: Elsevier Science Publishing Co Inc
SKU: 9780123985521
Price: 2898 CZK
Availability: InStock

Autor: Samuel Karlin

Jazyk:

Vazba: Pevná

Vydavatel: Elsevier Science Publishing Co Inc

Dostupnost: U nakladatele na objednávku

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2 898 Kč

The purpose, level, and style of this new edition conform to the tenets set forth in the original pr...

Informace o knize

Autor

Samuel Karlin

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2016

Stránek

576

EAN

9780123985521

ISBN

0123985528

Enbook ID

04434642

Vydavatel

Elsevier Science Publishing Co Inc

Hmotnost

1046

Rozměry

159 x 235 x 31

Kompletní popis

The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation phenomena associated with random sums, stationary stochastic processes, and diffusion theory.

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First Course in Stochastic Processes

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