Stochastic Processes with Applications 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Bhattacharya, Rabi N./ Waymire, Edward C. 作者

译者

2009-8 出版日期

184 页数

$ 101.70 价格

丛书系列

9780898716894 图书编码

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Stochastic Processes with Applications 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Stochastic Processes with Applications 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

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This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walks in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. This book is for graduate students in mathematics, statistics, science and engineering, and it may also be used as a reference by professionals in diverse fields whose work involves the application of probability.

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