عنوان

Stochastic processes :

(Number (ISBN

1498778119

(Number (ISBN

9781498778114

Erroneous ISBN

9781315156576

Erroneous ISBN

9781351633246

Erroneous ISBN

9781498778121

Erroneous ISBN

9781498779234

Title Proper

Stochastic processes :

General Material Designation

[Book]

Other Title Information

an introduction /

First Statement of Responsibility

Peter W. Jones, Peter Smith.

Edition Statement

Third edition.

Place of Publication, Distribution, etc.

Boca Raton, FL :

Name of Publisher, Distributor, etc.

CRC Press, Taylor & Francis Group,

Date of Publication, Distribution, etc.

[2018]

Specific Material Designation and Extent of Item

xiv, 255 pages :

Other Physical Details

illustrations ;

Dimensions

25 cm.

Series Title

Chapman & Hall/CRC texts in statistical science series

Text of Note

Includes bibliographical references and index.

Text of Note

Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on the analysis of associated stationary processes in queues. The book also explores reliability and other random processes, such as branching, martingales, and simple epidemics. A new chapter describing Brownian motion, where the outcomes are continuously observed over continuous time, is included. Further applications, worked examples and problems, and biographical details have been added to this edition. Much of the text has been reworked. The appendix contains key results in probability for reference. This concise, updated book makes the material accessible, highlighting simple applications and examples.--

Stochastic processes, Textbooks.

Stochastic processes.

Number

Edition

Class number

Book number

Jones, P. W., (Peter Watts),1945-

Smith, Peter,1935-

Date of Transaction

20200823040419.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y