D R Cox, H D Miller

The Theory of Stochastic Processes

• Broschiertes Buch

Produktbeschreibung

This book provides an introductory account of the mathematical analysis of stochastic processes. It is helpful for statisticians and applied mathematicians interested in methods for solving particular problems, rather than for pure mathematicians interested in general theorems.

Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• Seitenzahl: 412
• Erscheinungstermin: 1. Februar 1977
• Englisch
• Abmessung: 236mm x 157mm x 22mm
• Gewicht: 576g
• ISBN-13: 9780412151705
• ISBN-10: 0412151707
• Artikelnr.: 21612866

Autorenporträt

Cox, D.R.

Inhaltsangabe

1. Introduction 2. The Random Walk 3. Markov Chains 4. Markov Processes
with Discrete States in Continuous Time 5. Markov Processes in Continuous
Time with Continuous State Space 6. Non-Markovian Processes 7. Stationary
Processes: Time Domain 8. Stationary Processes: Frequency Domain 9. Point
Processes