Erhan Cinlar
Introduction to Stochastic Processes
- ISBN 13:
- 9780486497976
- author:
- Erhan Cinlar
- format:
- Paperback
- publisher:
- Dover Publications, Inc
- language:
- English
- Publication Year:
- 2013
- Pages:
- 416
- Dimensions:
- 6.10 (w) x 9.20 (h) x 1.00 (d)
- Genre:
- Probability Theory
- Condition:
- New
- Availability:
- Item usually sent within 7 working days
Description
Introduction to Stochastic Processes by Erhan Cinlar provides a clear presentation of fundamental models for random phenomena. This text employs modern methods that focus on sample path behavior, using matrix algebra and recursive techniques to provide adaptable solutions for computing with machines. Topics include probability spaces and random variables, expectations and independence, Bernoulli processes, Poisson processes, Markov chains and processes, and renewal theory. The book assumes some background in calculus but not measure theory, making it suitable for a range of scientific fields and engineering students studying applied mathematics and operations research. Numerous numerical examples and end-of-chapter exercises are included to support the detailed treatment, which is well-written and comprehensive.
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