Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
|
Buy Now
Random Processes By Example (Hardcover)
Loot Price: R2,092
Discovery Miles 20 920
|
|
Random Processes By Example (Hardcover)
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
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!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.