Frank Beichelt (University of Witwatersrand, Johannesburg, South Af

Applied Probability and Stochastic Processes

• Gebundenes Buch

Produktbeschreibung

This text presents a self-contained introduction to elementary probability theory and stochastic processes with a special emphasis on their applications in science, engineering, finance, computer science, and operations research. This edition provides a completely rewritten and expanded part on probability theory. Along with additional examples, exercises, and figures, it includes new sections on time series analysis, random walks, branching processes, and spectral analysis of stationary stochastic processes. It also offers numerical discussions of examples, which replace theoretically challenging sections from the first edition.

Produktdetails

• Verlag: Apple Academic Press Inc.
• 2 New edition
• Seitenzahl: 574
• Erscheinungstermin: 3. Mai 2016
• Englisch
• Abmessung: 239mm x 160mm x 28mm
• Gewicht: 960g
• ISBN-13: 9781482257649
• ISBN-10: 1482257645
• Artikelnr.: 44159866

Autorenporträt

Frank Beichelt is an honorary professor in the School of Statistics and Actuarial Science at the University of Witwatersrand. His research focuses on probability theory and mathematical statistics, including stochastic modeling in reliability, maintenance, and safety analysis. He is the author/coauthor of numerous papers and books, including the Chapman & Hall/CRC book Reliability and Maintenance: Networks and Systems. He holds a Dr. rer. nat. in mathematics and a Dr. sc. in engineering.

Inhaltsangabe

PROBABILITY THEORY: RANDOM EVENTS AND THEIR PROBABILITIES. ONE-DIMENSIONAL
RANDOM VARIABLES. MULTIDIMENSIONAL RANDOM VARIABLES. FUNCTIONS OF RANDOM
VARIABLES. INEQUALITIES AND LIMIT THEOREMS. STOCHASTIC PROCESSES: BASICS OF
STOCHASTIC PROCESSES. RANDOM POINT PROCESSES. DISCRETE-TIME MARKOV CHAINS.
CONTINUOUS-TIME MARKOV CHAINS. MARTINGALES. BROWNIAN MOTION. SPECTRAL
ANALYSIS OF STATIONARY PROCESSES. REFERENCES. INDEX.