Probability and Stochastic Processes

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Buchbeschreibung

A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes. Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi-Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes:

Multiple examples from disciplines such as business, mathematical finance, and engineering Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material A rigorous treatment of all probability and stochastic processes concepts An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance.

Detaillierte Informationen
Altersbeschränkung:
0+
An folgendem Datum zu LitRes hinzufügt:
23 Juli 2018
Größe:
579 S.
ISBN:
9781118593202
Gesamtgröße:
6 MB
Gesamtzahl der Seiten:
579
Seitengröße:
210 x 297 мм
Verleger:
Wiley
Copyright:
John Wiley & Sons Limited
Probability and Stochastic Processes — Lesen Sie kostenlos online einen Ausschnitt des Buches. Posten Sie Kommentare oder Kritiken, stimmen Sie für Ihren Favoriten.

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