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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      Book details

      Publisher World Scientific Publishing Co Pte Ltd
      Published 3 October 2007
      ISBN-13 9789812706263
      978-9812706263
      ISBN-10 9812706267

      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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