ENGLISH

Stochastic processes

By Emanuel Parzen

Book information

Publisher
Society for Industrial and Applied Mathematics
Year
1999
ISBN
9780898714418, 0898714419
LCC
QA274 .P37 1999
Open Library ID
OL38768M
Language
english
Format
DJVU
Filesize
4 MB (3789334 bytes)
Series
Classics in applied mathematics 24
Pages
345\345
Library
Kolxo3
DPI
300
Scanned
yes
Time added
2009-07-20 03:45:11

Description

This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions. Stochastic Processes is ideal for a course aiming to give examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models. It introduces the methods of probability model building and provides the reader with mathematically sound techniques as well as the ability to further study the theory of stochastic processes. Originally published in 1962, this was the first comprehensive survey of stochastic processes requiring only a minimal background in introductory probability theory and mathematical analysis. Stochastic Processes continues to be unique, with many topics and examples still not discussed in other textbooks. As new fields of applications (such as finance and DNA analysis) become important, researchers will continue to find the fundamental and accessible topics explained in this book essential background for their research.

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