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An Introduction to Stochastic Processes and Their Applications (Springer Series in Statistics) - Tapa blanda
Reseña del editor
This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented.
Reseña del editor
This graduate-level textbook presents an introduction to the theory of continuous parameter stochastical processes. It is designed to provide a systematic account of the basic concepts and methods from a modern point of view. The author emphasizes the study of the sample paths of the processes - an approach which engineers and scientists will appreciate since simple paths are often what are observed in experiments. In addition to six principal classes of stochastic processes (independent increments, stationary, strictly stationary, second order processes, Markov processes and discrete parameter martingales) which are discussed in some detail, there are also separate chapters on point processes, Brownian motion processes, and L2 spaces. The book is based on many years of lecture courses given by the author. Numerous examples and applications are presented and over 200 exercises are included to illustrate and explain the concepts discussed in the text.
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- EditorialSpringer
- Año de publicación2011
- ISBN 10 1461397448
- ISBN 13 9781461397441
- EncuadernaciónTapa blanda
- IdiomaInglés
- Número de páginas308
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An Introduction to Stochastic Processes and Their Applications
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Springer New York Dez 2011, 2011
ISBN 10: 1461397448
ISBN 13: 9781461397441
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented. 308 pp. Englisch. Nº de ref. del artículo: 9781461397441
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An Introduction to Stochastic Processes and Their Applications
Publicado por
Springer New York, 2011
ISBN 10: 1461397448
ISBN 13: 9781461397441
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Librería: moluna, Greven, Alemania
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Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its obje. Nº de ref. del artículo: 4196640
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An Introduction to Stochastic Processes and Their Applications
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented. Nº de ref. del artículo: 9781461397441
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An Introduction to Stochastic Processes and Their Applications
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Condición: New. Print on Demand pp. xiv + 289. Nº de ref. del artículo: 46368233
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An Introduction to Stochastic Processes and Their Applications
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Condición: New. PRINT ON DEMAND pp. xiv + 289. Nº de ref. del artículo: 1845365820
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An Introduction to Stochastic Processes and Their Applications (Springer Series in Statistics)
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An Introduction to Stochastic Processes and Their Applications (Springer Series in Statistics)
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Paperback. Condición: Brand New. reprint edition. 303 pages. 9.61x6.14x0.70 inches. In Stock. Nº de ref. del artículo: zk1461397448
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