First Look at Stochastic Processes, A

随机过程初览

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原   价:
846.00
售   价:
634.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2019年09月26日
装      帧
精装
ISBN
9789811207907
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页      码
200
开      本
9.02 x 5.98 x 0.50
语      种
英文
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图书简介
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. Key Features: oThe material is presented directly and succinctly, without excessive detours or diversions oTheorems are stated clearly and proved oThe book provides the mathematical foundations of Markov Chain Monte Carlo (MCMC) algorithms, which are the author’s main research area
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