A first look at stochastic processes / Jeffrey S. Rosenthal
Material type:
TextPublication details: Singapore : World Scientific Publishing, 2020 . Description: x, 202 pages : illustrations ; 23 cmISBN: 9789811208973Subject(s): Stochastic processes -- TextbooksOther classification: QA274 ROS 2020 Summary: "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"-- Provided by publisher
| Item type | Current library | Call number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|
General Collection
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Universiti Teknologi Brunei Library - at level 2 | QA274 ROS 2020 c. 1 (Browse shelf(Opens below)) | Available | Reg. no. 033894_UTB | 834292 |
Includes bibliographical references and index
"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"-- Provided by publisher
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