An Introduction to Stochastic Processes

An Introduction to Stochastic Processes

Hardback (04 Dec 2002)

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Publisher's Synopsis

Designed for college mathematics students at all levels, this book grew from the author's lectures for advanced undergraduate courses at Canadian and United States universities, and from a postgraduate course at Calcutta University. It introduces discrete time Markov chain and second order stochastic analysis, and includes discussions of renewal theory, time series analysis, queuing theory, Brownian motions, and martingale theorems.

Book information

ISBN: 9780849309915
Publisher: Narosa Publishing House
Imprint: Narosa Publishing House
Pub date:
DEWEY: 519.23
DEWEY edition: 21
Language: English
Number of pages: 224
Weight: 816g
Height: 241mm
Width: 158mm
Spine width: 25mm