Applied Stochastic Processes (Paperback, 2007 ed.)

Applied Stochastic Processes introduces the reader to stochastic processes with a focus on the applications of the theoretical results. This text is self-contained and logically organized. It begins with a review of elementary probability, followed by an introduction to the most important subjects in the field of stochastic processes. Topics covered include Gaussian and Markovian processes, Markov Chains, Weiner and Poisson processes, Brownian motion, and queuing theory with a special highlight on diffusion processes. The reader will appreciate the clear definitions, thoroughly explained examples and interesting notes about the mathematicians referenced throughout the text. In addition, there are hundreds of advanced, multi-part problems following each chapter which enable even a novice of theoretical mathematics to master the material presented. This textbook evolved from the author's lecture notes for a graduate-level course on applied stochastic processes. It is meant for graduate-level students in electrical engineering, applied mathematics, and notably operations research.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Universitext
Release date:	December 2006
First published:	2007
Authors:	Mario Lefebvre
Dimensions:	235 x 155 x 21mm (L x W x T)
Format:	Paperback
Pages:	382
Edition:	2007 ed.
ISBN-13:	978-0-387-34171-2
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	0-387-34171-4
Barcode:	9780387341712

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