Stochastic processes

Emanuel Parzen

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.

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[目次]

  • Preface to the Classics Edition
  • Preface
  • Role of the Theory of Stochastic Processes
  • 1.Random Variables and Stochastic Processes
  • 2. Conditional Probability and Conditional Expectation
  • 3. Normal Processes and Covariance Stationary Processes
  • 4.Counting Processes and Poisson Processes
  • 5. Renewal Counting Processes
  • 6. Markov Chains: Discrete Parameter
  • 7. Markov Chains: Continuous Parameter
  • References
  • Author Index
  • Subject Index.

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この本の情報

書名 Stochastic processes
著作者等 Parzen, Emanuel
O'Malley, Robert
シリーズ名 Classics in applied mathematics
出版元 Society for Industrial and Applied Mathematics
刊行年月 c1999
ページ数 xix, 324 p.
大きさ 23 cm
ISBN 0898714419
NCID BA44276669
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言語 英語
出版国 アメリカ合衆国
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