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Stochastic Processes with Applications
Bhattacharya, Rabi N.; Waymire, Edward C.
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Description for Stochastic Processes with Applications
Paperback.
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. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walks in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; ... Read more
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. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walks in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; ... Read more
Product Details
Format
Paperback
Publication date
2009
Publisher
Society for Industrial & Applied Mathematics,U.S. United States
Number of pages
184
Condition
New
Number of Pages
184
Place of Publication
New York, United States
ISBN
9780898716894
SKU
V9780898716894
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Bhattacharya, Rabi N.; Waymire, Edward C.
Rabi N. Bhattacharya is a Professor of Mathematics at the University of Arizona. He is an IMS Fellow, a member of the AMS, and a recipient of the Humboldt Prize and a Guggenheim Fellowship. Edward C. Waymire is a Professor of Mathematics and Statistics at Oregon State University. He is a member of the AMS and SIAM, a Fellow of ... Read more
Reviews for Stochastic Processes with Applications
'This may be the best all-around treatment [of stochastic processes] for use by graduate students with varied backgrounds but with some mathematical ambitions.' William G. Faris, University of Arizona 'The book is remarkably comprehensive. The additional notes at the end of the chapters contain a fund of information.' Richard F. Gundy, Rutgers University