Topics in Stochastic Processes (PDF)
Probability and Mathematical Statistics: A Series of Monographs and Textbooks
(Sprache: Englisch)
Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained.
This book contains five chapters and begins with the L2 stochastic processes and the concept of...
This book contains five chapters and begins with the L2 stochastic processes and the concept of...
sofort als Download lieferbar
eBook (pdf)
56.50 €
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Topics in Stochastic Processes (PDF)“
Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained.
This book contains five chapters and begins with the L2 stochastic processes and the concept of prediction theory. The next chapter discusses the principles of ergodic theorem to real analysis, Markov chains, and information theory. Another chapter deals with the sample function behavior of continuous parameter processes. This chapter also explores the general properties of Martingales and Markov processes, as well as the one-dimensional Brownian motion. The aim of this chapter is to illustrate those concepts and constructions that are basic in any discussion of continuous parameter processes, and to provide insights to more advanced material on Markov processes and potential theory. The final chapter demonstrates the use of theory of continuous parameter processes to develop the Itô stochastic integral. This chapter also provides the solution of stochastic differential equations.
This book will be of great value to mathematicians, engineers, and physicists.
This book contains five chapters and begins with the L2 stochastic processes and the concept of prediction theory. The next chapter discusses the principles of ergodic theorem to real analysis, Markov chains, and information theory. Another chapter deals with the sample function behavior of continuous parameter processes. This chapter also explores the general properties of Martingales and Markov processes, as well as the one-dimensional Brownian motion. The aim of this chapter is to illustrate those concepts and constructions that are basic in any discussion of continuous parameter processes, and to provide insights to more advanced material on Markov processes and potential theory. The final chapter demonstrates the use of theory of continuous parameter processes to develop the Itô stochastic integral. This chapter also provides the solution of stochastic differential equations.
This book will be of great value to mathematicians, engineers, and physicists.
Bibliographische Angaben
- Autoren: Robert B. Ash , Melvin F. Gardner
- 2014, 332 Seiten, Englisch
- Herausgegeben: Z. W. Birnbaum, E. Lukacs
- Verlag: Elsevier Science & Techn.
- ISBN-10: 1483191435
- ISBN-13: 9781483191430
- Erscheinungsdatum: 20.06.2014
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 13 MB
- Mit Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Topics in Stochastic Processes"
Schreiben Sie einen Kommentar zu "Topics in Stochastic Processes".
Kommentar verfassen