Stochastic Processes - An Introduction, Third Edition

Sommario

Some Background on Probability
Some Gambling Problems
Random Walks
Markov Chains
Poisson Processes
Birth and Death Processes
Queues
Reliability and Renewal
Branching and Other Random Processes
Brownian Motion: Wiener Process. Computer Simulations and Projects
Answers and Comments on End-of-Chapter Problems
Appendix
References and Further Reading

Info autore

Peter W. Jones is a professor and Pro Vice Chancellor for Research and Enterprise at Keele University in Staffordshire, UK.
Peter Smith is a Professor Emeritus in the School of Computing and Mathematics at Keele University in Staffordshire, UK.

Riassunto

This is the third edition of a popular UK textbook on stochastic processes. It has been updated with a new chapter on diffusion processes and Brownian motion, has extended material on birth and death processes and epidemics, plus new references throughout. The examples and exercises have all been expanded and improved.

Testo aggiuntivo

Praise for the second edition:
"… a clear, easily understandable and rather short overview on stochastic processes. The different topics are motivated very well, there are many graphs and 50—theoretical and practical—examples. … the book is written very carefully … for beginners, one could not imagine a better book."—Dominik Wied, Statistical Papers (2011) 52
"… a good resource as a textbook or as a reference to complement other literature, especially with the examples and problems provided."—Biometrics, 67, September 2011

Dettagli sul prodotto

• Autori: Peter W. Jones, Peter W. Smith Jones, Peter Watts Jones, Peter Watts (Keele University Jones, Peter Watts Smith Jones, Jones Peter Watts, Peter Smith, Peter (Keele University Smith, Peter (University of Sunderland Smith, Peter (University of Sussex Smith, Peter (University of West London Smith, Peter Jones Smith
• Editore: Taylor & Francis Ltd.
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 30.09.2017
• EAN: 9781498778114
• ISBN: 978-1-4987-7811-4
• Pagine: 255
• Serie: Chapman & Hall/CRC Texts in Statistical Science; Chapman & Hall/CRC Texts in Statistical Science
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica; MATHEMATICS / Probability & Statistics / General, Probability & statistics, Stochastics, Probability and statistics