Książka Course in Stochastic Processes Denis Bosq

Course in Stochastic Processes

Stochastic Models and Statistical Inference

Język: Angielski
Oprawa: Miękka
Wydawca: Springer
Dostępność: Dostępna u dostawcy
Wysyłamy za 5-8 dni
851.70
This volume is an introduction to stochastic processes and their statistics. Basic stochastic proces...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2010
strony
354
EAN
9789048147137
ISBN
9048147131
Enbook ID
01973621
Wydawca
Waga
635
Wymiary
170 x 244 x 20

Pełny opis

This volume is an introduction to stochastic processes and their statistics. Basic stochastic processes are developed from real world situations to the need for generating mathematical models, while at the same time students learn to apply theoretical models. The lessons cover basic stochastic processes such as Poisson processes, Markov chains, random walks, renewal theory, queuing theory, ARMA models, martingales, Brownian motion and diffusion processes. The statistical topics treated include the basic aspects of statistics of point processes, stationary processes and diffusion processes. Audience: This textbook will be useful for one-semester courses at graduate level to students of mathematics, statistics, computer science, electrical and industrial engineering and economics.

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