Stochastic phenomena play a central role in various scientific
disciplines and underpin applications in popular industrial
sectors. The purpose of the book is to introduce the reader to
advanced concepts in the analysis of stochastic models starting
from a detailed, intuitive and yet rigorous presentation of basic
concepts. A special emphasis will be placed on problem solving and
numerical implementations, with detailed solutions to all of the
results and source code in the C programming language provided. The
book will also cover recent specialised techniques for popular
problems, providing a valuable reference for advanced readers with
an active interest in the field.
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