Erhan Cinlar

Introduction to Stochastic Processes

• Broschiertes Buch

Produktbeschreibung

Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums of independent random variables, Markov chains, renewal theory, more. 1975 edition.

---

Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Verlag: Dover Publications
• Seitenzahl: 416
• Erscheinungstermin: 20. Februar 2013
• Englisch
• Abmessung: 233mm x 154mm x 23mm
• Gewicht: 604g
• ISBN-13: 9780486497976
• ISBN-10: 0486497976
• Artikelnr.: 35557326

Autorenporträt

Erhan Çinlar is a Professor of Operations Research and Financial Engineering at Princeton University. He was formerly on the faculty of Northwestern University.

Inhaltsangabe

Preface 1. Probability Spaces and Random Variables 2. Expectations and
Independence 3. Bernoulli Processes and Sums of Independent Random
Variables 4. Poisson Processes 5. Markov Chains 6. Limiting Behavior and
Applications of Markov Chains 7. Potentials, Excessive Functions, and
Optimal Stopping of Markov Chains 8. Markov Processes 9. Renewal Theory 10.
Markov Renewal Theory Afterword Appendix. Non-Negative Matrices References
Answers to Selected Exercises Index of Notations Subject Index