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Cambridge University Press Cambridge Stochastic Processes: Theory for Applications Book

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Description

Master the fundamentals of mathematical modeling with Stochastic Processes: Theory for Applications from Cambridge University Press. This definitive textbook offers a solid introduction to both discrete and continuous stochastic processes. It is designed to build a deep understanding of mathematical principles while developing an intuitive grasp of how to apply these concepts to real-world systems. The text provides a careful review of elementary probability and offers detailed coverage of Poisson, Gaussian, and Markov processes. Readers will explore a wide range of topics including queuing applications, inference, hypothesis testing, and estimation. Additional technical subjects covered include random walks, large deviations, and martingales, making it an essential resource for students and professionals in applied mathematics.

Key Features

This Cambridge University Press textbook provides a solid introduction to discrete and continuous stochastic processes.

The content includes a careful review of elementary probability to build a strong mathematical foundation.

Detailed coverage is provided for Poisson, Gaussian, and Markov processes to aid in complex modeling.

Readers can study diverse applications such as queuing, random walks, and large deviations.

The text explores advanced mathematical topics including inference, hypothesis testing, estimation, and martingales.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
12 December 2013
Listed Since
27 January 2013

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No barcode data available

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