Stochastic processes in science, engineering, and finance. (2016)

• Record Type: Book
• Further Information: Note: Frank Beichelt.
• Authors: Beichelt, Frank, 1942-
• Contents: PROBABILITY THEORY; RANDOM EVENTS AND THEIR PROBABILITIES; RANDOM EXPERIMENTS; RANDOM EVENTS; PROBABILITY; CONDITIONAL PROBABILITY AND INDEPENDENCE OF RANDOM EVENTS ONE-DIMENSIONAL RANDOM VARIABLES; MOTIVATION AND TERMINOLOGY; DISCRETE RANDOM VARIABLES; CONTINUOUS RANDOM VARIABLES; MIXTURES OF RANDOM VARIABLES; GENERATING FUNCTIONS MULTIDIMENSIONAL RANDOM VARIABLES; TWO-DIMENSIONAL RANDOM VARIABLES; n -DIMENSIONAL RANDOM VARIABLES FUNCTIONS OF RANDOM VARIABLES; FUNCTIONS OF ONE RANDOM VARIABLE; FUNCTIONS OF SEVERAL RANDOM VARIABLES; SUMS OF RANDOM VARIABLES INEQUALITIES AND LIMIT THEOREMS; INEQUALITIES; LIMIT THEOREMS STOCHASTIC PROCESSES; BASICS OF STOCHASTIC PROCESSES; MOTIVATION AND TERMINOLOGY; CHARACTERISTICS AND EXAMPLES; CLASSIFICATION OF STOCHASTIC PROCESSES. ; TIME SERIES IN DISCRETE TIME RANDOM POINT PROCESSES; BASIC CONCEPTS; POISSON PROCESSES; RENEWAL PROCESSES DISCRETE -TIME MARKOV CHAINS; FOUNDATIONS AND EXAMPLES; CLASSIFICATION OF STATES; LIMIT THEOREMS AND STATIONARY DISTRIBUTION; BIRTH AND DEATH PROCESSES; DISCRETE-TIME BRANCHING PROCESSES CONTINUOUS-TIME MARKOV CHAINS; BASIC CONCEPTS AND EXAMPLES; TRANSITION PROBABILITIES AND RATES; STATIONARY STATE PROBABILITIES; SOJOURN TIMES IN PROCESS STATES; CONSTRUCTION OF MARKOV SYSTEMS; BIRTH AND DEATH PROCESSES; APPLICATIONS TO QUEUEING MODELS; SEMI-MARKOV CHAINS MARTINGALES; DISCRETE-TIME MARTINGALES; CONTINUOUS-TIME MARTINGALES BROWNIAN MOTION; INTRODUCTION; PROPERTIES OF THE BROWNIAN MOTION; MULTIDIMENSIONAL AND CONDITIONAL DISTRIBUTIONS; FIRST PASSAGE TIMES; TRANSFORMATIONS OF THE BROWNIAN MOTION. SPECTRAL ANALYSIS OF STATIONARY PROCESSES; FOUNDATIONS; PROCESSES WITH DISCRETE SPECTRUM; PROCESSES WITH CONTINUOUS SPECTRUM REFERENCES INDEX Exercises appear at the end of each chapter.
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2016
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 519.23; Stochastic processes; Probabilities; Probabilities; Stochastic processes
• Languages: English
• ISBNs: 9781482257670; 9781482257656; 1482257653; 9781482257663; 1482257661
• Related ISBNs: 148225767X; 9781482257649
• Notes: Note: Includes bibliographical references and index.; Note: CIP data; item not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.