This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. It features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on ...
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This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. It features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walk in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. Most results are presented with complete proofs, while some very technical matters are relegated to a Theoretical Complements section at the end of each chapter in order not to impede the flow of the material. Chapter Applications, as well as numerous extensively worked examples, illustrate important applications of the subject to various fields of science, engineering, economics, and applied mathematics. The essentials of measure theoretic probability are included in an appendix to complete some of the more technical aspects of the text.
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Add this copy of Stochastic Processes With Applications (Classics in to cart. $61.71, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2009 by Society for Industrial and App.
Edition:
2009, Society for Industrial & Applied Mathematics,U.S.
Add this copy of Stochastic Processes With Applications (Classics in to cart. $90.33, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2009 by Society for Industrial and App.
Edition:
2009, Society for Industrial & Applied Mathematics,U.S.
Add this copy of Stochastic Processes with Applications to cart. $130.54, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2009 by Society for Industrial & Applied Mathematics,U.S..
Edition:
2009, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2009
Alibris ID:
18360209259
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Fine. Trade paperback (US). 693 p. Classics in Applied Mathematics. . Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Stochastic Processes with Applications to cart. $161.38, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2009 by Society for Industrial & Applied Mathematics,U.S..
Edition:
2009, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2009
Alibris ID:
18360078174
Shipping Options:
Standard Shipping: $4.99
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). 693 p. Classics in Applied Mathematics. . Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
