Stochastic Processes Problems And Solutions

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Stochastic Processes Problems and Solutions

Author : L. Takacs
Publisher : Springer Science & Business Media
ISBN 13 : 9401160201
Total Pages : 143 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Stochastic Processes Problems and Solutions by : L. Takacs

Download or read book Stochastic Processes Problems and Solutions written by L. Takacs and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is not so very long ago that up-to-date text-books on statistics were almost non-existent. In the last few decades this deficiency has largely been remedied, but in order to cope with a broad and rapidly expanding subject many of these books have been fairly big and expensive. The success of Methuen's existing series of monographs, in physics or in biology, for example, stresses the value of short inexpensive treatments to which a student can turn for an introduc tion to, or a revision of, specialised topics. In this new Methuen series the still-growing importance of prob ability theory in its applied aspects has been recognised by coupling together Probability and Statistics; and included in the series are some of the newer applications of probability theory to stochastic models in various fields, storage and service problems, 'Monte Carlo' techniques, etc. , as well as monographs on particular statistical topics. M. S. BARTLETT ix AUTHOR'S PREFACE The theory of stochastic processes has developed in the last three decades. Its field of application is constantly expanding and at present it is being applied in nearly every branch of science. So far several books have been written on the mathematical theory of stochastic processes. The nature of this book is different because it is primarily a collection of problems and their solutions, and is intended for readers who are already familiar with probability theory.

Stochastic Processes

Author : Takács Lajos (matematikus)
Publisher :
ISBN 13 :
Total Pages : 137 pages
Book Rating : 4.:/5 (99 download)

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Book Synopsis Stochastic Processes by : Takács Lajos (matematikus)

Download or read book Stochastic Processes written by Takács Lajos (matematikus) and published by . This book was released on 1966 with total page 137 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic processes

Author : Lajos Takacs
Publisher :
ISBN 13 :
Total Pages : 135 pages
Book Rating : 4.:/5 (439 download)

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Book Synopsis Stochastic processes by : Lajos Takacs

Download or read book Stochastic processes written by Lajos Takacs and published by . This book was released on 1968 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability and Stochastic Processes

Author : Roy D. Yates
Publisher : John Wiley & Sons
ISBN 13 : 1118324560
Total Pages : 514 pages
Book Rating : 4.1/5 (183 download)

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Book Synopsis Probability and Stochastic Processes by : Roy D. Yates

Download or read book Probability and Stochastic Processes written by Roy D. Yates and published by John Wiley & Sons. This book was released on 2014-01-28 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply math to practical engineering problems. The first seven chapters contain the core material that is essential to any introductory course. In one-semester undergraduate courses, instructors can select material from the remaining chapters to meet their individual goals. Graduate courses can cover all chapters in one semester.

Essentials of Stochastic Processes

Author : Richard Durrett
Publisher : Springer
ISBN 13 : 3319456148
Total Pages : 282 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Essentials of Stochastic Processes by : Richard Durrett

Download or read book Essentials of Stochastic Processes written by Richard Durrett and published by Springer. This book was released on 2016-11-07 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.

Theory of Stochastic Processes

Author : Dmytro Gusak
Publisher : Springer Science & Business Media
ISBN 13 : 0387878629
Total Pages : 379 pages
Book Rating : 4.3/5 (878 download)

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Book Synopsis Theory of Stochastic Processes by : Dmytro Gusak

Download or read book Theory of Stochastic Processes written by Dmytro Gusak and published by Springer Science & Business Media. This book was released on 2010-07-10 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.

Stochastic processes problems and solutions

Author : L. Takacs
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (878 download)

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Book Synopsis Stochastic processes problems and solutions by : L. Takacs

Download or read book Stochastic processes problems and solutions written by L. Takacs and published by . This book was released on 1978 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Processes

Author : Library Seminar on Research in the Social Sciences (1959 : New Delhi)
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (959 download)

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Book Synopsis Stochastic Processes by : Library Seminar on Research in the Social Sciences (1959 : New Delhi)

Download or read book Stochastic Processes written by Library Seminar on Research in the Social Sciences (1959 : New Delhi) and published by . This book was released on 1960 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

A First Look At Stochastic Processes

Author : Jeffrey S Rosenthal
Publisher : World Scientific
ISBN 13 : 9811207925
Total Pages : 213 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis A First Look At Stochastic Processes by : Jeffrey S Rosenthal

Download or read book A First Look At Stochastic Processes written by Jeffrey S Rosenthal and published by World Scientific. This book was released on 2019-09-26 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Introduction to Probability and Stochastic Processes with Applications

Author : Liliana Blanco Castañeda
Publisher : John Wiley & Sons
ISBN 13 : 1118344960
Total Pages : 613 pages
Book Rating : 4.1/5 (183 download)

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Book Synopsis Introduction to Probability and Stochastic Processes with Applications by : Liliana Blanco Castañeda

Download or read book Introduction to Probability and Stochastic Processes with Applications written by Liliana Blanco Castañeda and published by John Wiley & Sons. This book was released on 2014-08-21 with total page 613 pages. Available in PDF, EPUB and Kindle. Book excerpt: An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their careers. With an emphasis on applications in engineering, applied sciences, business and finance, statistics, mathematics, and operations research, the book features numerous real-world examples that illustrate how random phenomena occur in nature and how to use probabilistic techniques to accurately model these phenomena. The authors discuss a broad range of topics, from the basic concepts of probability to advanced topics for further study, including Itô integrals, martingales, and sigma algebras. Additional topical coverage includes: Distributions of discrete and continuous random variables frequently used in applications Random vectors, conditional probability, expectation, and multivariate normal distributions The laws of large numbers, limit theorems, and convergence of sequences of random variables Stochastic processes and related applications, particularly in queueing systems Financial mathematics, including pricing methods such as risk-neutral valuation and the Black-Scholes formula Extensive appendices containing a review of the requisite mathematics and tables of standard distributions for use in applications are provided, and plentiful exercises, problems, and solutions are found throughout. Also, a related website features additional exercises with solutions and supplementary material for classroom use. Introduction to Probability and Stochastic Processes with Applications is an ideal book for probability courses at the upper-undergraduate level. The book is also a valuable reference for researchers and practitioners in the fields of engineering, operations research, and computer science who conduct data analysis to make decisions in their everyday work.

Adventures in Stochastic Processes

Author : Sidney I. Resnick
Publisher : Springer Science & Business Media
ISBN 13 : 1461203872
Total Pages : 640 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Adventures in Stochastic Processes by : Sidney I. Resnick

Download or read book Adventures in Stochastic Processes written by Sidney I. Resnick and published by Springer Science & Business Media. This book was released on 2013-12-11 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.

Stochastic Processes

Author : Takács Lajos (matematikus)
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (99 download)

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Book Synopsis Stochastic Processes by : Takács Lajos (matematikus)

Download or read book Stochastic Processes written by Takács Lajos (matematikus) and published by . This book was released on 1960 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Process

Author : L. Takacs
Publisher :
ISBN 13 : 9789401160216
Total Pages : 152 pages
Book Rating : 4.1/5 (62 download)

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Book Synopsis Stochastic Process by : L. Takacs

Download or read book Stochastic Process written by L. Takacs and published by . This book was released on 2014-01-15 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Processes and Models

Author : David Stirzaker
Publisher : OUP Oxford
ISBN 13 : 0191582999
Total Pages : 342 pages
Book Rating : 4.1/5 (915 download)

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Book Synopsis Stochastic Processes and Models by : David Stirzaker

Download or read book Stochastic Processes and Models written by David Stirzaker and published by OUP Oxford. This book was released on 2005-07-21 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools, in particular: random walks, renewals, Markov chains, martingales, the Wiener process model for Brownian motion, and diffusion processes, concluding with a brief account of the stochastic integral and stochastic differential equations as they arise in option-pricing. The text has been thoroughly class-tested and is ideal for an undergraduate second course in probability.

Stochastic Processes

Author : Andrei N Borodin
Publisher : Birkhäuser
ISBN 13 : 3319623109
Total Pages : 641 pages
Book Rating : 4.3/5 (196 download)

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Book Synopsis Stochastic Processes by : Andrei N Borodin

Download or read book Stochastic Processes written by Andrei N Borodin and published by Birkhäuser. This book was released on 2017-10-30 with total page 641 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.

Stochastic Processes and Applications

Author : Grigorios A. Pavliotis
Publisher : Springer
ISBN 13 : 1493913239
Total Pages : 345 pages
Book Rating : 4.4/5 (939 download)

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Book Synopsis Stochastic Processes and Applications by : Grigorios A. Pavliotis

Download or read book Stochastic Processes and Applications written by Grigorios A. Pavliotis and published by Springer. This book was released on 2014-11-19 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

A First Course in Stochastic Processes

Author : Samuel Karlin
Publisher : Academic Press
ISBN 13 : 0080570410
Total Pages : 577 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis A First Course in Stochastic Processes by : Samuel Karlin

Download or read book A First Course in Stochastic Processes written by Samuel Karlin and published by Academic Press. This book was released on 2012-12-02 with total page 577 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation phenomena associated with random sums, stationary stochastic processes, and diffusion theory.