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 number of jumps.
Year of publication: 2007
Pagination: 126 pages
Format: Paperback
Serie: Courant Lecture Notes

Stochastic Processes - Paperback - 2007

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Editora: American Mathematical Society

Dimensão: 279 x 181 x 12

Peso: 258

Colecção: Probability & statistics

Tema: Probability & statistics|Stochastics

Origem: United States

EAN: 9780821840856

Stochastic Processes - Paperback - 2007

S. R. S. Varadhan

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