Stochastic Processes: An Introduction, Third Edition

ISBN-13: 9780367657604 / Angielski / Miękka / 2020 / 272 str.

Peter Watts Jones; Peter Smith

Opis

This is the third edition of a popular UK textbook on stochastic processes. It has been updated with a new chapter on diffusion processes and Brownian motion, has extended material on birth and death processes and epidemics, plus new references throughout. The examples and exercises have all been expanded and improved.

Spis treści

Some Background on Probability

Some Gambling Problems

Random Walks

Markov Chains

Poisson Processes

Birth and Death Processes

Queues

Reliability and Renewal

Branching and Other Random Processes

Brownian Motion: Wiener Process. Computer Simulations and Projects

Answers and Comments on End-of-Chapter Problems

Appendix

References and Further Reading

O autorze

Peter W. Jones is a professor and Pro Vice Chancellor for Research and Enterprise at Keele University in Staffordshire, UK.

Peter Smith is a Professor Emeritus in the School of Computing and Mathematics at Keele University in Staffordshire, UK.