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A First Look At Stochastic Processes by Jeffrey S Rosenthal: New
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eBay-Artikelnr.:364024185920
Artikelmerkmale
- Artikelzustand
- Book Title
- A First Look At Stochastic Processes
- Publication Date
- 2019-10-04
- ISBN
- 9789811208973
Über dieses Produkt
Product Identifiers
Publisher
World Industries Scientific Publishing Co Pte LTD
ISBN-10
9811208972
ISBN-13
9789811208973
eBay Product ID (ePID)
9038575620
Product Key Features
Number of Pages
200 Pages
Language
English
Publication Name
First Look at Stochastic Processes
Publication Year
2020
Subject
Probability & Statistics / Stochastic Processes, Probability & Statistics / Regression Analysis
Type
Textbook
Subject Area
Mathematics
Format
Trade Paperback
Additional Product Features
Intended Audience
Trade
LCCN
2019-044552
Dewey Edition
23
TitleLeading
A
Illustrated
Yes
Dewey Decimal
519.23
Synopsis
This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible., This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory. Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms. The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible., This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and/or space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this amazing subject as easily and painlessly as possible.
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AlibrisBooks
98,6% positive Bewertungen•1,9 Mio. Artikel verkauft
Angemeldet als gewerblicher Verkäufer
Verkäuferbewertungen (513.035)
- m***m (2297)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufI’m thrilled with my recent purchase . The website was user-friendly, and the product descriptions were accurate. Customer service was prompt and helpful, answering all my questions. My order arrived quickly, well-packaged, and the product exceeded my expectations in quality. I’m impressed with the attention to detail and the overall experience. I’ll definitely shop here again and highly recommend from this seller to others. Thank you for a fantastic experience!
- a***n (43)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufMistakenly ordered a paperback that I thought was a hardcover, not sellers fault; it was described properly on the listing. Seller still processed a refund the day I went to return the item and let me keep the item anyway. A+++ service. Book arrived quickly in great condition and for a great price. Thank you so much! Amazing seller!
- n***c (94)- Bewertung vom Käufer.Letzte 6 MonateBestätigter Kaufseller was communicative about my shipment, media mail took a while and tracking wasn't updated frequently, but seller communicated to me very quickly on status. the item came new and wrapped as described, though the packaging in it was packed wasn't sturdy and falling apart when it got to me.