Probability and Stochastic Processes
- ISBN-10
- 0470624558
- ISBN-13
- 9780470624555
- Series
- Probability and Stochastic Processes
- Category
- Mathematics
- Pages
- 578
- Language
- English
- Published
- 2014-10-27
- Publisher
- John Wiley & Sons
- Author
- Ionut Florescu
Description
A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes. Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi-Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes: Multiple examples from disciplines such as business, mathematical finance, and engineering Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material A rigorous treatment of all probability and stochastic processes concepts An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance.
Get the book
Other editions
-
- 2014-01-28
- 512 pages
- Paperback
- John Wiley & Sons
-
- 2005
- 519 pages
- Paperback
- Wiley
-
- 1998-08-13
- - pages
- Paperback
- Wiley
Similar books
-
Integral Geometry and Tomography: Proceedings of the AMS-IMS-SIAM Joint Summer Research Conference, Held June 24-30, 1989, with Support from the...
By Eric Grinberg, Eric Todd QuintoIn Section 2 we will deal with the “discrete” case. Let S be a locally finite tree T endowed with the natural integer-valued distance function: the ...
-
Ordinary Differential Equations and Linear Algebra: A Systems Approach
By Todd Kapitula... for in this case [yp](s)=s[yp](s), [yp](s)=s2[yp](s). As we will see in the examples, this assumption also makes it possible to deal with the initial ...
-
Cognition and Intractability: A Guide to Classical and Parameterized Complexity Analysis
By Iris van Rooij, Mark Blokpoel, Johan Kwisthoutx,y∈S δ(x,y) is maximum. u(x) + ADDITIVE SUBSET CHOICE Input: A set X = {x1 ,x2 ... F Tractability cycle Test 8.2 How (Not) to Deal with Intractability 173.
-
Mymathlab -- Standalone Access Card
By Pearson Education, David P Pearson Education, Hall H Pearson EducationSeveral versions of Pearson's MyLab & Mastering products exist for each title, including customized versions for individual schools, and registrations are not transferable.
-
Mymathlab Student Acc Kit + Intro Alg Wrkshts
By Inc. Pearson EducationMymathlab Student Acc Kit + Intro Alg Wrkshts
-
Pearson Mathematics 7: H.P
By Pearson Education Australia StaffPearson Mathematics homework program for Year 7 provides tear-out sheets which correspond with student book sections, providing systematic and cumulative skills revision of basic skills and current class topics in the form of take-home ...
-
Worksheets for Classroom Or Lab Practice for Intermediate Algebra: Graphs & Models
By Addison-WesleyWorksheets for Classroom Or Lab Practice for Intermediate Algebra: Graphs & Models
-
Pearson Mathematics New South Wales 8 Student Book: Australian Curriculum
By Pearson Education Australia Staff, Gael McLeod, David CoffeyThe Student Book provides an easy-to-use 'nuts and bolts' book at each year level.
-
Matrix Iterative Analysis
By Richard S. Varga... partial differential equations have received a great deal of attention. For excellent bibliographical coverage, see Todd (1956), Richtmyer (1957), ...
-
Mathematical Modelling: Education, Engineering and Economics - ICTMA 12
By C Haines, P Galbraith, W BlumTodd, P. A., McKeen, .l. ... ANALYTICAL SUPPORT PROBLEM SOLVING Cognitive Perspectives on Modelling HOW DO STUDENTS AND TEACHERS DEAL Sodhi and Son 219 NOTE ...