Author : Chin Long Chiang
Release : 1980
Genre : Mathematics
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis An Introduction to Stochastic Processes and Their Applications by : Chin Long Chiang
Download or read book An Introduction to Stochastic Processes and Their Applications written by Chin Long Chiang. This book was released on 1980. Available in PDF, EPUB and Kindle. Book excerpt: Random variables. Probability generating functions. Exponential-type distributions and maximum likelihood estimation. Branching process, random walk and ruin problem. Markov chains. Algebraic treatment of finite Markov chains. Renewal processes. Some stochastic models of population growth. A general birth process, an equality and an epidemic model. Birth-death processes and queueing processes. A simple illness-death process - fix-neyman processes. Multiple transition probabilities in the simple illness death process. Multiple transition time in the simple illness death process - an alternating renewal process. The kolmogorov differential equations and finite markov processes. Kolmogorov differential equations and finite markov processes - continuation. A general illness-death process. Migration processes and birth-illness-death processes.