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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

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First Look At Stochastic Processes, A (Paperback) Loot Price: R1,085
Discovery Miles 10 850
First Look At Stochastic Processes, A (Paperback): Jeffrey S. Rosenthal

First Look At Stochastic Processes, A (Paperback)

Jeffrey S. Rosenthal

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Loot Price R1,085 Discovery Miles 10 850 | Repayment Terms: R102 pm x 12*

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This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

General

Imprint: World Scientific Publishing Co Pte Ltd
Country of origin: Singapore
Release date: October 2019
First published: 2020
Authors: Jeffrey S. Rosenthal
Dimensions: 229 x 151 x 12mm (L x W x T)
Format: Paperback
Pages: 212
ISBN-13: 978-981-12-0897-3
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 981-12-0897-2
Barcode: 9789811208973

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