An Introduction to Stochastic Processes and Their Applications

An Introduction to Stochastic Processes and Their Applications

Author: Petar Todorovic

Publisher: Springer Science & Business Media

ISBN: 9781461397427

Category: Mathematics

Page: 289

View: 896

Download Now →

This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented.
An Introduction to Stochastic Processes and Their Applications
Language: en
Pages: 289
Authors: Petar Todorovic
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an
Introduction to Stochastic Processes
Language: en
Pages: 402
Authors: Erhan Cinlar
Categories: Mathematics
Type: BOOK - Published: 2013-02-01 - Publisher: Courier Corporation

This clear presentation of themost fundamental models ofrandom phenomena employsmethods that recognize computerrelatedaspects of theory. Topicsinclude probability spaces andrandom variables, expectationsand independence, Bernoulliprocesses and sums of independentrandom variables, Poisson processes, Markov chainsand processes, and renewal theory. Assuming only a backgroundin calculus, this outstanding text includes an introductionto basic stochastic processes.Reprint
Introduction to Stochastic Processes with R
Language: en
Pages: 504
Authors: Robert P. Dobrow
Categories: Mathematics
Type: BOOK - Published: 2016-03-07 - Publisher: John Wiley & Sons

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of
An Introduction to Stochastic Processes
Language: en
Pages: 448
Authors: Edward P.C. Kao
Categories: Computers
Type: BOOK - Published: 2019-12-18 - Publisher: Courier Dover Publications

This incorporation of computer use into teaching and learning stochastic processes takes an applications- and computer-oriented approach rather than a mathematically rigorous approach. Solutions Manual available to instructors upon request. 1997 edition.
Introduction to Stochastic Processes
Language: en
Pages: 248
Authors: Gregory F. Lawler
Categories: Mathematics
Type: BOOK - Published: 2018-10-03 - Publisher: CRC Press

Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for