| 000 | 01363cam a2200205 i 4500 | ||
|---|---|---|---|
| 005 | 20230913090641.0 | ||
| 008 | 191203s2020 njua g b 001 0 eng | ||
| 020 |
_a9789811208973 _qpaperback |
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| 040 |
_aUniversiti Teknologi Brunei _beng _cUTB |
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| 084 | _aQA274 ROS 2020 | ||
| 100 | 1 |
_aRosenthal, Jeffrey S. _q(Jeffrey Seth), _eauthor |
|
| 245 | 1 | 2 |
_aA first look at stochastic processes / _cJeffrey S. Rosenthal |
| 260 |
_aSingapore : _bWorld Scientific Publishing, _c2020 . |
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| 300 |
_ax, 202 pages : _billustrations ; _c23 cm |
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| 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"-- _cProvided by publisher |
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| 650 | 0 |
_aStochastic processes _vTextbooks |
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| 942 |
_2lc _cGC |
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| 998 |
_eBook _s834292 : 033894 c. 1 UTB _xI-Bayan Venture Company |
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| 999 |
_c21055 _d21055 |
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