Stochastic processes with applications [electronic resource] / Rabi N. Bhattacharya, Edward C. Waymire
- Bhattacharya, R. N. (Rabindra Nath), 1937-
- Philadelphia : Society for Industrial and Applied Mathematics, 
- Copyright Date:
- SIAM ed., [Classics ed.].
- Physical Description:
- xvii, 676 pages : illustrations ; 23 cm.
- Additional Creators:
- Waymire, Edward C.
- Restrictions on Access:
- License restrictions may limit access.
- Machine generated contents note: I.Random Walk and Brownian Motion -- II.Discrete-Parameter Markov Chians -- III.Birth-Death Markov Chains -- IV.Continuous-Parameter Markov Chains -- V.Brownian Motion and Diffusions -- VI.Dynamic Programming and Stochastic Optimization -- VII.An Introduction to Stochastic Differential Equation.
- "This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes." "Stochastic Processes with Applications can be used for a number of different courses for graduate students of mathematics, statistics, economics, engineering, and other fields who have some background in probability and analysis. It is also intended as a reference for researchers and professionals in many areas of science and technology whose work involves the application of probability." --Book Jacket.
- Originally published: New York : Wiley, c1990.
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