Stochastic Processes

ISBN-13: 9780821840856 / Angielski / Miękka / 2007 / 126 str.

S. R. S. Varadhan

Opis

An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite numb