The Theory of Stochastic Processes

1. Auflage 1977
ISBN: 978-0-412-15170-5
Verlag: Routledge

Buch, Englisch, 412 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 626 g

This book provides an introductory account of the mathematical analysis of stochastic processes. It is helpful for statisticians and applied mathematicians interested in methods for solving particular problems, rather than for pure mathematicians interested in general theorems.

Zielgruppe

Professional

Autoren/Hrsg.

Cox, D. R.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle

Inhaltsverzeichnis

1. Introduction 2. The Random Walk 3. Markov Chains 4. Markov Processes with Discrete States in Continuous Time 5. Markov Processes in Continuous Time with Continuous State Space 6. Non-Markovian Processes 7. Stationary Processes: Time Domain 8. Stationary Processes: Frequency Domain 9. Point Processes

Über Autor(innen)

Cox, D.R.