Applied Probability : From Random Sequences to Stochastic Processes. 1st ed. 2018

種類:

電子ブック

責任表示:

by Valérie Girardin, Nikolaos Limnios

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2018

著者名:

• Girardin, Valérie.
• Limnios, Nikolaos.
• SpringerLink (Online service)

ISBN:

9783319974125 [3319974122]    

注記:

Preface -- Independent Random Sequences -- Conditions and Martingales -- Markov Chains -- Continuous Time Stochastic Processes -- Markov and Semi-Markov Processes -- Further Reading.-.
This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.

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