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Classical and Spatial Stochastic Processes (Paperback, Softcover reprint of the original 1st ed. 1999)
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Classical and Spatial Stochastic Processes (Paperback, Softcover reprint of the original 1st ed. 1999)
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Total price: R1,460
Discovery Miles: 14 600
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This book is intended as a text for a first course in stochastic
processes at the upper undergraduate or graduate levels, assuming
only that the reader has had a serious calculus course-advanced
calculus would even be better-as well as a first course in
probability (without measure theory). In guiding the student from
the simplest classical models to some of the spatial models,
currently the object of considerable research, the text is aimed at
a broad audience of students in biology, engineering, mathematics,
and physics. The first two chapters deal with discrete Markov
chains-recurrence and tran sience, random walks, birth and death
chains, ruin problem and branching pro cesses-and their stationary
distributions. These classical topics are treated with a modem
twist: in particular, the coupling technique is introduced in the
first chap ter and is used throughout. The third chapter deals with
continuous time Markov chains-Poisson process, queues, birth and
death chains, stationary distributions. The second half of the book
treats spatial processes. This is the main difference between this
work and the many others on stochastic processes. Spatial stochas
tic processes are (rightly) known as being difficult to analyze.
The few existing books on the subject are technically challenging
and intended for a mathemat ically sophisticated reader. We picked
several interesting models-percolation, cellular automata,
branching random walks, contact process on a tree-and con centrated
on those properties that can be analyzed using elementary methods."
General
Imprint: |
Springer-Verlag New York
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Country of origin: |
United States |
Release date: |
October 2012 |
First published: |
1999 |
Authors: |
Rinaldo B. Schinazi
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Dimensions: |
235 x 155 x 10mm (L x W x T) |
Format: |
Paperback
|
Pages: |
179 |
Edition: |
Softcover reprint of the original 1st ed. 1999 |
ISBN-13: |
978-1-4612-7203-8 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
1-4612-7203-3 |
Barcode: |
9781461272038 |
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