Description

Book Synopsis
Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.

Table of Contents
A Review of Probability Distributions and Their Properties; Definition and Characteristics of a Stochastic Process; Some Important Classes of Stochastic Processes; Stationary Processes; The Brownian Motion and the Poisson Process, Levy Processes; Renewal Processes and Random Walks; Martingales in Discrete Time; Branching Processes; Regenerative Phenomena; Markov Chains; Tauberian Theorems.

Stochastic Processes: Basic Theory And Its

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A Hardback by Narahari U Prabhu

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    View other formats and editions of Stochastic Processes: Basic Theory And Its by Narahari U Prabhu

    Publisher: World Scientific Publishing Co Pte Ltd
    Publication Date: 03/10/2007
    ISBN13: 9789812706263, 978-9812706263
    ISBN10: 9812706267
    Also in:
    Stochastics

    Description

    Book Synopsis
    Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.

    Table of Contents
    A Review of Probability Distributions and Their Properties; Definition and Characteristics of a Stochastic Process; Some Important Classes of Stochastic Processes; Stationary Processes; The Brownian Motion and the Poisson Process, Levy Processes; Renewal Processes and Random Walks; Martingales in Discrete Time; Branching Processes; Regenerative Phenomena; Markov Chains; Tauberian Theorems.

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