An introduction to stochastic modeling
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, 4e, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences,…
Read More ↓Title Statements
- Full title :An introduction to stochastic modeling / Mark A. Pinsky, Samuel Karlin.
Summary
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, 4e, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems. New to this edition: Realistic applications from a variety of disciplines integrated throughout the text, including more biological applications; Plentiful, completely updated problems; Completely updated and reorganized end-of-chapter exercise sets, 250 exercises with answers; New chapters of stochastic differential equations and Brownian motion and related processes; Additional sections on Martingale and Poisson process; Realistic applications from a variety of disciplines integrated throughout the text; Extensive end of chapter exercises sets, 250 with answers; Chapter 1-9 of the new edition are identical to the previous edition; New! Chapter 10 - Random Evolutions; New! Chapter 11- Characteristic functions and Their Applications.
Read More ↓Edition Statements
- Publication Date:©2011.
- Edition:Fourth edition
Publication Statements
- Publisher(s):Academic Press/Elsevier
- Place of Publication:Burlington, MA
- Language:eng
- Publication Date:©2011.
The Physical Object
- Description:1 online resource (xiv, 563 pages) : : illustrations
Edition Identifiers
- ISBN:9780123814166, 0123814162, 9780123814173, 0123814170
- oclc:ocn801817426
- LC Classification:QA274
- Dewey Decimal:519.2
Table of Contents
Introduction -- Conditional probability and conditional expectation -- Markov chains: introduction -- The long run behavior of Markov chains -- Poisson processes -- Continuous time Markov chains -- Renewal phenomena -- Brownian motion and related processes -- Queueing systems -- Random evolutions -- Characteristic functions and their applications.
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