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Society for Industrial and Applied Mathematics (SIAM) Stochastic Processes with Applications (Classics in Applied Mathematics)

Name: Stochastic Processes with Applications (Classics in Applied Mathematics)
Brand: Society for Industrial and Applied Mathematics (SIAM)
Price: 93.0 GBP
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Applied Mathematics

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Description

This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walks in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. This book is for graduate students in mathematics, statistics, science and engineering, and it may also be used as a reference by professionals in diverse fields whose work involves the application of probability.

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Product Specifications

Brand: Society for Industrial and Applied Mathematics (SIAM)
Format: Paperback
ASIN: 0898716896
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 27 August 2009
Listed Since: 06 July 2009

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Society for Industrial and Applied Mathematics (SIAM) Stochastic Processes with Applications (Classics in Applied Mathematics)

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