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Stochastic Processes: An Introduction(Arnold Texts in Statistics)

Stochastic Processes: An Introduction(Arnold Texts in Statistics)


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About the Book

This textbook presents an accessible introduction to stochastic processes for students taking degree courses with a substantial mathematics or statistics content. The level of the book is appropriate for a second or third-year undergraduate course, and is based on the authors' extensive teaching experience. "Stochastic Processes" covers basic ideas on probability, before moving on to specific topics such as random walks, Markov chains, queues, reliability, and branching processes. The emphasis throughout is on techniques and illustrative examples. The book includes over 250 worked examples and problems and selection of appropriate simulations and projects on each chapter. A collection of sample programs in 'Mathematica' for each of these projects may be freely downloaded from a dedicated website. Many students find probability difficult; this engaging textbook will ensure a straightforward, pain-free introduction to stochastic processes. In addition to the end-of-chapter problems and answers, there will be a selection of appropriate simulations and projects on each chapter. A collection of sample programs in 'Mathematica', for each of these projects will be freely available, and can be downloaded from a website based at Keele University.

Table of Contents:
Some ideas on probability / Conditional probability and independence / Probability models and random variables / Markov processes.

Review :
"Relying heavily on examples, this textbook for a third-year mathematics course introduces basic discrete random processes, random processes continuous in time, queues viewed as stationary processes, reliability and failure rate functions, and branching processes. The final chapter provides ideas for Mathematica projects."


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Product Details
  • ISBN-13: 9780340806548
  • Publisher: Hachette Learning
  • Publisher Imprint: Hodder Arnold
  • Height: 231 mm
  • Returnable: N
  • Spine Width: 17 mm
  • Weight: 416 gr
  • ISBN-10: 0340806540
  • Publisher Date: 31 Aug 2001
  • Binding: Paperback
  • Language: English
  • Series Title: Arnold Texts in Statistics
  • Sub Title: An Introduction
  • Width: 154 mm


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Stochastic Processes: An Introduction(Arnold Texts in Statistics)
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