| 000 | 02317nam a2200337Ia 4500 | ||
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| 001 | 000011488 | ||
| 003 | WSP | ||
| 005 | 20220711214222.0 | ||
| 007 | cr |uu|||uu||| | ||
| 008 | 191025t20192020si a ob 001 0 eng d | ||
| 040 |
_aWSPC _beng _cWSPC |
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| 020 |
_a9789811207914 _q(ebook) |
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| 020 |
_z9789811207907 _q(hbk.) |
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| 020 |
_z9789811208973 _q(pbk.) |
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| 050 | 0 | 4 |
_aQA274 _b.R68 2020 |
| 082 | 0 | 4 |
_a519.2 _223 |
| 100 | 1 |
_aRosenthal, Jeffrey S. _921272 |
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| 245 | 1 | 2 |
_aA first look at stochastic processes _h[electronic resource] / _cJeffrey S. Rosenthal. |
| 260 |
_aSingapore : _bWorld Scientific Publishing Co. Pte Ltd., _c2019, ©2020. |
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| 300 |
_a1 online resource (212 p.) : _bill. |
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| 538 | _aMode of access: World Wide Web. | ||
| 538 | _aSystem requirements: Adobe Acrobat Reader. | ||
| 588 | _aOnline resource; title from title screen (World Scientific, viewed October 25, 2019). | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 520 |
_a"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."-- _cPublisher's website. |
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| 650 | 0 |
_aStochastic processes. _93246 |
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| 650 | 0 |
_aStochastic processes _xMathematical models. _921273 |
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| 650 | 0 |
_aElectronic books. _921274 |
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| 856 | 4 | 0 |
_uhttps://www.worldscientific.com/worldscibooks/10.1142/11488#t=toc _zAccess to full text is restricted to subscribers. |
| 942 | _cEBK | ||
| 999 |
_c72806 _d72806 |
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