A first look at stochastic processes (Record no. 72806)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02317nam a2200337Ia 4500 |
| 001 - CONTROL NUMBER | |
| control field | 000011488 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220711214222.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 191025t20192020si a ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9789811207914 |
| -- | (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| -- | (hbk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| -- | (pbk.) |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 519.2 |
| 100 1# - AUTHOR NAME | |
| Author | Rosenthal, Jeffrey S. |
| 245 12 - TITLE STATEMENT | |
| Title | A first look at stochastic processes |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Singapore : |
| Publisher | World Scientific Publishing Co. Pte Ltd., |
| Year of publication | 2019, ©2020. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 1 online resource (212 p.) : |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory. Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms. The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible."-- |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| General subdivision | Mathematical models. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://www.worldscientific.com/worldscibooks/10.1142/11488#t=toc |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 588 ## - | |
| -- | Online resource; title from title screen (World Scientific, viewed October 25, 2019). |
| 520 ## - SUMMARY, ETC. | |
| -- | Publisher's website. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Stochastic processes. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Stochastic processes |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Electronic books. |
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