You are here

Stochastic Processes: Basic Theory and Its Applications

Narahari U Prabhu
Publisher: 
World Scientific
Publication Date: 
2007
Number of Pages: 
341
Format: 
Hardcover
Price: 
58.00
ISBN: 
9789812706263
Category: 
Textbook
We do not plan to review this book.
  • A Review of Probability Distributions and Their Properties
  • Definition and Characteristics of a Stochastic Process
  • Some Important Classes of Stochastic Processes
  • Stationary Processes
  • The Brownian Motion and the Poisson Process: Lévy Processes
  • Renewal Processes and Random Walks
  • Martingales in Discrete Time
  • Branching Processes
  • Regenerative Phenomena
  • Markov Chains
  • Tauberian Theorems
  • Some Asymptotic Relations

Dummy View - NOT TO BE DELETED