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Applied Stochastic Processes - Universitext (Paperback)
  • Applied Stochastic Processes - Universitext (Paperback)

Applied Stochastic Processes - Universitext (Paperback)

Paperback 382 Pages / Published: 15/12/2006
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This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.

Publisher: Springer-Verlag New York Inc.
ISBN: 9780387341712
Number of pages: 382
Weight: 617 g
Dimensions: 235 x 155 x 21 mm
Edition: 2007 ed.

o, Zentralblatt MATH, Vol. 1127 (4), 2008)

"This book on stochastic processes is aimed at mathematics students ... and students from other disciplines such as engineering. ... Each chapter is concluded with many exercises-337 in total in the book. ... In general, the book is based on the trusted principles that all functions are measurable and all distributions are either discrete, or continuous, or mixed. ... this is a well-structured text with a strong focus on doing calculations and applying the facts just learned." (Jan M. Swart, Mathematical Reviews, Issue 2008 g)

"The introductory course on stochastic processes provided in this text is aimed mainly at students of (electrical) engineering and applied mathematics (operations research). ... The overall style of writing is pedagogically clear. ... Every chapter ends with numerous exercises, about 350 in total. ... Thus, the text is useful for self-study and for the intended audience of students." (Paul Embrechts, Journal of the American Statistical Association, Vol. 103 (484), December, 2008)

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