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A First Look At Stochastic Processes free ebook download

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Mathematics

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Author(s):	Jeffrey S Rosenthal

Date:	2019	Format:	PDF	Language:	English	ISBN/ASIN:	9811208972
Pages:	1	OCR:		Quality:		ISBN13:
Uploader:	alex21s	Upload Date:	5/11/2021 8:30:55 AM

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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.

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	Title	Link	Password	Size (MB)	Thank to	Inform Admin
3000669	Book	https://tezfiles.com/file/de4b36cd53930...		0.00	alex21s

Tags: Look Processes Stochastic

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A First Look At Stochastic Processes free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics