0
Your cart

Your cart is empty

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

Buy Now

Random Processes By Example (Hardcover) Loot Price: R2,168
Discovery Miles 21 680
Random Processes By Example (Hardcover): Mikhail Lifshits

Random Processes By Example (Hardcover)

Mikhail Lifshits

 (sign in to rate)
Loot Price R2,168 Discovery Miles 21 680 | Repayment Terms: R203 pm x 12*

Bookmark and Share

Expected to ship within 12 - 17 working days

This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scattered measures such as Gaussian white noise and Poisson random measures, stochastic integrals, compound Poisson, infinitely divisible and stable distributions and processes.Next, it illustrates general concepts by handling a transparent but rich example of a "teletraffic model". A minor tuning of a few parameters of the model leads to different workload regimes, including Wiener process, fractional Brownian motion and stable Levy process. The simplicity of the dependence mechanism used in the model enables us to get a clear understanding of long and short range dependence phenomena. The model also shows how light or heavy distribution tails lead to continuous Gaussian processes or to processes with jumps in the limiting regime. Finally, in this volume, readers will find discussions on the multivariate extensions that admit a variety of completely different applied interpretations.The reader will quickly become familiar with key concepts that form a language for many major probabilistic models of real world phenomena but are often neglected in more traditional courses of stochastic processes.

General

Imprint: World Scientific Publishing Co Pte Ltd
Country of origin: Singapore
Release date: April 2014
First published: 2014
Authors: Mikhail Lifshits
Dimensions: 159 x 229 x 20mm (L x W x T)
Format: Hardcover
Pages: 232
ISBN-13: 978-981-4522-28-1
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Promotions
LSN: 981-4522-28-7
Barcode: 9789814522281

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Probability - An Introduction
Geoffrey Grimmett, Dominic Welsh Hardcover R4,206 Discovery Miles 42 060
Hyperbolic Dynamics and Brownian Motion…
Jacques Franchi, Yves Le Jan Hardcover R4,384 Discovery Miles 43 840
Stochastic Methods in Neuroscience
Carlo Laing, Gabriel J. Lord Hardcover R3,933 Discovery Miles 39 330
Best Books gegradeerde leesreeks: Vlak 1…
Best Books Paperback R90 R85 Discovery Miles 850
Stochastic Processes and Their…
Christo Ananth, N. Anbazhagan, … Hardcover R7,253 Discovery Miles 72 530
Special Functions Of Fractional…
Trifce Sandev, Alexander Iomin Hardcover R2,577 Discovery Miles 25 770
Stochastic Komatu-loewner Evolutions
Zhen-Qing Chen, Masatoshi Fukushima, … Hardcover R2,567 Discovery Miles 25 670
Advancements in Bayesian Methods and…
Alastair G Young, Arni S.R. Srinivasa Rao, … Hardcover R7,105 Discovery Miles 71 050
Hidden Link Prediction in Stochastic…
Babita Pandey, Aditya Khamparia Hardcover R5,251 Discovery Miles 52 510
Stochastic Partial Differential…
Ciprian A. Tudor Hardcover R2,063 Discovery Miles 20 630
Geometry and Statistics, Volume 46
Frank Nielsen, Arni S.R. Srinivasa Rao, … Hardcover R7,086 Discovery Miles 70 860
Stochastic Models of Financial…
Vigirdas Mackevicius Hardcover R3,435 Discovery Miles 34 350

See more

Partners