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Course in Stochastic Processes

Stochastic Models and Statistical Inference

Language EnglishEnglish
Book Hardback
Book Course in Stochastic Processes D. Bosq
Libristo code: 01395106
Publishers Springer, June 1996
This volume is an introduction to stochastic processes and their statistics. Basic stochastic proces... Full description
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74 571 Ft
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This volume is an introduction to stochastic processes and their statistics. Basic stochastic processes are developed from real world situations to the need for generating mathematical models, while at the same time students learn to apply theoretical models. The lessons cover basic stochastic processes such as Poisson processes, Markov chains, random walks, renewal theory, queuing theory, ARMA models, martingales, Brownian motion and diffusion processes. The statistical topics treated include the basic aspects of statistics of point processes, stationary processes and diffusion processes. Audience: This textbook will be useful for one-semester courses at graduate level to students of mathematics, statistics, computer science, electrical and industrial engineering and economics.

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About the book

Full name Course in Stochastic Processes
Author D. Bosq, ung T. Nguyen
Language English
Binding Book - Hardback
Date of issue 1996
Number of pages 354
EAN 9780792340874
ISBN 0792340876
Libristo code 01395106
Publishers Springer
Weight 1530
Dimensions 156 x 234 x 27

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Technology, Engineering, Agriculture > Other technologies & applied sciences > Applied optics > Imaging systems & technology
Mathematics & Science > Mathematics > Probability & statistics
Computing & Information Technology > Computer science > Signal processing
Mathematics & Science > Science: general issues
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