Applied Stochastic Processes
by LIAO, MING
Probability and Stochastic Processes Probability Random variables and their distributions Mathematical expectation Joint distribution and independence Convergence of random variables Laplace transform and generating functions Examples of discrete distributions Examples of continuous distributions Stochastic processesStopping times Conditional expectation Poisson Processes Introduction to Poisson processes Arrival and inter-arrival times of Poisson processes Conditional distribution of arrival t…
Read More ↓Title Statements
- Full title :Applied Stochastic Processes.
Summary
Probability and Stochastic Processes Probability Random variables and their distributions Mathematical expectation Joint distribution and independence Convergence of random variables Laplace transform and generating functions Examples of discrete distributions Examples of continuous distributions Stochastic processesStopping times Conditional expectation Poisson Processes Introduction to Poisson processes Arrival and inter-arrival times of Poisson processes Conditional distribution of arrival times Poisson processes with different types of events Compound Poisson processes Nonhomogeneous Poiss.
Read More ↓Edition Statements
- Publication Date:2013.
Publication Statements
- Publisher(s):CRC Press
- Place of Publication:Bosa Roca
- Language:eng
- Publication Date:2013.
The Physical Object
- Description:1 online resource (205 pages)
Edition Identifiers
- ISBN:9781466589346, 1466589345
- DOI:10.1201/b15257
- oclc:ocn958549971
- LC Classification:QA274
- Dewey Decimal:519.2/3
Table of Contents
Front Cover; Contents; Preface; Chapter 1: Probability and stochastic processes; Chapter 2: Poisson processes; Chapter 3: Renewal processes; Chapter 4: Discrete time Markov chains; Chapter 5: Continuous time Markov chain; Chapter 6: Brownian motion and beyond; Bibliography; Back Cover.
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