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Description
An Introduction to Stochastic ProcessesA vigorous response to the challenges of incorporating computer use into the teaching and learning of stochastic processes, this book takes an applications and computer oriented approach rather than the standard formal and mathematically rigorous approach. It is suitable for advanced undergraduates and beginning graduate students in operations research, management science, finance, engineering, statistics, computer science, and applied mathematics.
A vigorous response to the challenges of incorporating computer use into the teaching and learning of stochastic processes, this book takes an applications- and computer-oriented approach rather than the standard formal and mathematically rigorous approach. It is suitable for advanced undergraduates and beginning graduate students in operations research, management science, finance, engineering, statistics, computer science, and applied mathematics. Prerequisites are intermediate-level calculus, elementary linear algebra, and an introductory course in probability with an emphasis in operational skills on conditioning.The first chapter reviews some preliminary materials, including transform methods and basic concepts in mathematical analysis. Subsequent chapters explore variants of Poisson processes, renewal processes, discrete-time and continuous-time Markov chains, Markov renewal and semi-regenerative processes, and Brownian motion and other diffusion processes. Each chapter concludes with problems, bibliographic notes, references, and an Appendix. A Solutions Manual is available to instructors upon request.
Binding Type: Paperback
Publisher: Dover Publications
Published: 12/18/2019
ISBN: 9780486837925
Pages: 448
Weight: 1.35lbs
Size: 8.90h x 5.90w x 0.90d
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Format: Paperback
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Reviewed in the United States on September 18, 2016
★★★★★ 5
go o o o o
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Reviewed in the United States on October 21, 2014
★★★★★ 1
One Star
Format: Paperback
Exactly the same as the free PDF I downloaded online for my student, only this costs $26 plus tax.
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Reviewed in the United States on April 3, 2017
★★★★★ 5
Excellent customer service
Format: Paperback
Totally recommendable.
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Reviewed in the United States on August 26, 2019
★★★★★ 5
Five Stars
Format: Paperback
This helped a lot for us to prepare for the SLATE exam.
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Reviewed in the United States on August 23, 2016