Share

A First Look At Stochastic Processes

2019-09-26 Mathematics
Download A First Look At Stochastic Processes PDF Online Free

Author :
Release : 2019-09-26
Genre : Mathematics
Kind : eBook
Book Rating : 925/5 ( reviews)

GET EBOOK


Book Synopsis A First Look At Stochastic Processes by : Jeffrey S Rosenthal

Download or read book A First Look At Stochastic Processes written by Jeffrey S Rosenthal. This book was released on 2019-09-26. Available in PDF, EPUB and Kindle. Book excerpt: 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.

A First Look at Stochastic Processes

2020 Electronic books
Download A First Look at Stochastic Processes PDF Online Free

Author :
Release : 2020
Genre : Electronic books
Kind : eBook
Book Rating : 914/5 ( reviews)

GET EBOOK


Book Synopsis A First Look at Stochastic Processes by : Jeffrey S. Rosenthal

Download or read book A First Look at Stochastic Processes written by Jeffrey S. Rosenthal. This book was released on 2020. Available in PDF, EPUB and Kindle. Book excerpt:

A First Look at Rigorous Probability Theory

2006 Mathematics
Download A First Look at Rigorous Probability Theory PDF Online Free

Author :
Release : 2006
Genre : Mathematics
Kind : eBook
Book Rating : 705/5 ( reviews)

GET EBOOK


Book Synopsis A First Look at Rigorous Probability Theory by : Jeffrey Seth Rosenthal

Download or read book A First Look at Rigorous Probability Theory written by Jeffrey Seth Rosenthal. This book was released on 2006. Available in PDF, EPUB and Kindle. Book excerpt: Features an introduction to probability theory using measure theory. This work provides proofs of the essential introductory results and presents the measure theory and mathematical details in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects.

Essentials of Stochastic Processes

2016-11-07 Mathematics
Download Essentials of Stochastic Processes PDF Online Free

Author :
Release : 2016-11-07
Genre : Mathematics
Kind : eBook
Book Rating : 148/5 ( reviews)

GET EBOOK


Book Synopsis Essentials of Stochastic Processes by : Richard Durrett

Download or read book Essentials of Stochastic Processes written by Richard Durrett. This book was released on 2016-11-07. Available in PDF, EPUB and Kindle. Book excerpt: Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.

A First Course in Stochastic Processes

2014-05-12 Mathematics
Download A First Course in Stochastic Processes PDF Online Free

Author :
Release : 2014-05-12
Genre : Mathematics
Kind : eBook
Book Rating : 098/5 ( reviews)

GET EBOOK


Book Synopsis A First Course in Stochastic Processes by : Samuel Karlin

Download or read book A First Course in Stochastic Processes written by Samuel Karlin. This book was released on 2014-05-12. Available in PDF, EPUB and Kindle. Book excerpt: A First Course in Stochastic Processes focuses on several principal areas of stochastic processes and the diversity of applications of stochastic processes, including Markov chains, Brownian motion, and Poisson processes. The publication first takes a look at the elements of stochastic processes, Markov chains, and the basic limit theorem of Markov chains and applications. Discussions focus on criteria for recurrence, absorption probabilities, discrete renewal equation, classification of states of a Markov chain, and review of basic terminologies and properties of random variables and distribution functions. The text then examines algebraic methods in Markov chains and ratio theorems of transition probabilities and applications. The manuscript elaborates on the sums of independent random variables as a Markov chain, classical examples of continuous time Markov chains, and continuous time Markov chains. Topics include differentiability properties of transition probabilities, birth and death processes with absorbing states, general pure birth processes and Poisson processes, and recurrence properties of sums of independent random variables. The book then ponders on Brownian motion, compounding stochastic processes, and deterministic and stochastic genetic and ecological processes. The publication is a valuable source of information for readers interested in stochastic processes.

You may also like...