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Applied Stochastic Processes

By Ming Liao

Applied Stochastic Processes Law

Applied Stochastic Processes

By Ming Liao

0 - Default Title
Description
This text presents a concise, graduate-level treatment of the subject, emphasizing applications and practical computation. It also establishes the complete mathematical theory in an accessible way. After reviewing basic probability, the text covers Poisson processes, renewal processes, discrete- and continuous-time Markov chains, and Brownian motion. It also offers an introduction to stochastic differential equations. While the main applications described are queues, the book also considers other examples, such as the mathematical model of a single stock market.
Product details
Binding:
Paperback
Edition:
1
Number of Pages:
208
Release Date:
2019-09-05
Publication Date:
2019-09-05
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
0367379775
ISBN13:
9780367379773
GPSR Manufacturer Reference:
[email protected]
Weight:
324 g
Height:
156 cm
Width:
234 cm
Thickness:
11 cm
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