Stochastic processes and their applications
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Stochastic processes and their applications Third Ramanujan Symposium 1993-94, January 17-19, 1994

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Published by New Age International Publishers .
Written in English


  • Congresses,
  • Stochastic processes

Book details:

The Physical Object
FormatUnknown Binding
Number of Pages251
ID Numbers
Open LibraryOL9070855M
ISBN 108122408478
ISBN 109788122408478

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This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through num. The objective of this book is to help students interested in probability and statistics, and their applications to understand the basic concepts of stochastic process and to equip them with skills necessary to conduct simple stochastic analysis of data in the field of business, management, social science, life science, physics, and many other book contains such standard topics. Read the latest articles of Stochastic Processes and their Applications at , Elsevier’s leading platform of peer-reviewed scholarly literature. “The book is a wonderful exposition of the key ideas, models, and results in stochastic processes most useful for diverse applications in communications, signal processing, analysis of computer and information systems, and beyond. The text provides excellent intuition, with numerous beautifully crafted examples, and exercises. Foundations are.

The application of stochastic processes to the theory of economic development, stochastic control theory, and various aspects of stochastic programming is discussed. Comprised of four chapters, this book begins with a short survey of the stochastic view in economics, followed by a discussion on discrete and continuous stochastic models of. Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. 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 ofBrand: Springer-Verlag New York. CiteScore: ℹ CiteScore: CiteScore measures the average citations received per document published in this title. CiteScore values are based on citation counts in a given year (e.g. ) to documents published in three previous calendar years (e.g. – 14), divided by the number of documents in these three previous years (e.g. – 14).

Assuming basic knowledge of calculus and probability theory, this text presents stochastic processes in a user-friendly way, containing numerous worked examples. The large number of exercises allows readers to check their understanding of the underlying theory, along with their ability to apply stochastic modelling in their own fields. Aims At The Level Between That Of Elementary Probability Texts And Advanced Works On Stochastic Processes. The Pre-Requisites Are A Course On Elementary Probability Theory And Statistics, And A Course On Advanced Calculus. The Theoretical Results Developed Have Been Followed By A Large Number Of Illustrative Examples. These Have Been Supplemented By Numerous Exercises, Answers /5(5). The objectives of the book are threefold: 1. To introduce students to use standard concepts and methods of stochastic process. 2. To illustrate the diversity of applications of stochastic. stochastic processes with applications Download stochastic processes with applications or read online books in PDF, EPUB, Tuebl, and Mobi Format. Click Download or Read Online button to get stochastic processes with applications book now. This site is like a library, Use search box in the widget to get ebook that you want.