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

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£115.10 £71.23 £80.80 £90.37 £99.95 £109.52 £119.09 09 June 2024 15 November 2024 23 April 2025 29 September 2025 07 March 2026

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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

Format
Paperback
Domain
Amazon UK
Release Date
27 August 2009
Listed Since
06 July 2009

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