Essentials of Stochastic Processes 在線電子書 圖書標籤: 數學 隨機過程 Stochastic Textbook Springer Processes 美國 教材
發表於2024-09-12
Essentials of Stochastic Processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
too many typos... can't bear that
評分A bunch of typos, and really really really hard for me. Maybe more suitable for graduates.
評分too many typos... can't bear that
評分寫得很不錯但是typo多得令人發指的書。用他作教材大概是因為他在UCLA教過書吧
評分最慘不過如此
This book is for a first course in stochastic processes taken by undergraduates or master,s students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader,s understanding The book has undergone a thorough revision since the first edition. There are many new examples and problems with solutions that use the TI-83 to eliminate the tedious details of solving linear equations by hand. Some material that was too advanced for the level has been eliminated while the treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved. For example, the difficult subject of martingales is delayed until its usefulness can be seen in the treatment of mathematical finance. Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.
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Essentials of Stochastic Processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024