Erhan Cinlar

Introduction to Stochastic Processes (eBook, ePUB)

• Format: ePub

Produktbeschreibung

This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. The text emphasizes the modern viewpoint, in which the primary concern is the behavior of sample paths. By employing matrix algebra and recursive methods, rather than transform methods, it provides techniques readily adaptable to computing with machines.
Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming some background in calculus but none in measure theory, the complete, detailed, and well-written treatment is suitable for engineering students in applied mathematics and operations research courses as well as those in a wide variety of other scientific fields. Many numerical examples, worked out in detail, appear throughout the text, in addition to numerous end-of-chapter exercises and answers to selected exercises.

Produktdetails

• Verlag: Dover Publications
• Erscheinungstermin: 20. Februar 2013
• Englisch
• ISBN-13: 9780486276328
• Artikelnr.: 40075608

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