You are here

Stochastic Processes

J. Medhi
Publisher: 
New Age Science
Publication Date: 
2009
Number of Pages: 
524
Format: 
Hardcover
Edition: 
3
Price: 
80.00
ISBN: 
978-1906574307
Category: 
Textbook
BLL Rating: 

The Basic Library List Committee recommends this book for acquisition by undergraduate mathematics libraries.

There is no review yet. Please check back later.
  • Random Variable and Stochastic Processes
  • Markov Chains
  • Markov Processes with Discrete State Space: Poisson Process and its Extensions
  • Markov Processes with Continuous State Space
  • Martingales
  • Renewal Processes and Theory
  • Markov Renewal and Semi-Markov Processes
  • Stationary Processes and Time Series
  • Branching Processes
  • Applications in Stochastic Models
  • Simulation

Appendices

  • Some Basic Mathematical Results
  • Answers to Exercises
  • Abbreviations
  • Table of Laplace Transforms
  • Important Probability Distribution and their Parameters: Moments, Moment Generating Fun