عنوان

A Course in Stochastic Processes :

شابک

9401587698

شابک

9789401587693

شماره

b596514

عنوان اصلي

A Course in Stochastic Processes :

نام عام مواد

[Book]

ساير اطلاعات عنواني

Stochastic Models and Statistical Inference

نام نخستين پديدآور

by Denis Bosq, Hung T. Nguyen.

محل نشرو پخش و غیره

Dordrecht

نام ناشر، پخش کننده و غيره

Springer Netherlands

تاریخ نشرو بخش و غیره

1996

نام خاص و کميت اثر

(x, 354 pages)

عنوان فروست

Theory and decision library., Series B,, Mathematical and statistical methods ;, 34.

متن يادداشت

1 Basic Probability Background --; 2 Modeling Random Phenomena --; 3 Discrete --; Time Markov Chains --; 4 Poisson Processes --; 5 Continuous --; Time Markov Chains --; 6 Random Walks --; 7 Renewal Theory --; 8 Queueing Theory --; 9 Stationary Processes --; 10 ARMA model --; 11 Discrete-Time Martingales --; 12 Brownian Motion and Diffusion Processes --; 13 Statistics for Poisson Processes --; 14 Statistics of Discrete-Time Stationary Processes --; 15 Statistics of Diffusion Processes --; A Measure and Integration --; A.l Extension of measures --; A.2 Product measures --; A.3 Some theorems on integrals --; B Banach and Hilbert Spaces --; B.l Definitions --; B.3 Hilbert spaces --; B.4 Fourier series --; B.5 Applications to probability theory --; List of Symbols --; Partial Solutions to Selected Exercises.

متن يادداشت

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.

موضوع مستند نشده

Distribution (Probability theory)

موضوع مستند نشده

Mathematics.

موضوع مستند نشده

Statistics.

مستند نام اشخاص تاييد نشده

by Denis Bosq, Hung T. Nguyen.

مستند نام اشخاص تاييد نشده

Denis Bosq

مستند نام اشخاص تاييد نشده

Hung T Nguyen

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y