| 书目名称 | Classical and Spatial Stochastic Processes | | 编辑 | Rinaldo B. Schinazi | | 视频video | | | 图书封面 |  | | 描述 | This book is intended as a text for a first course in stochastic processes at the upper undergraduate or graduate levels, assuming only that the reader has had a serious calculus course-advanced calculus would even be better-as well as a first course in probability (without measure theory). In guiding the student from the simplest classical models to some of the spatial models, currently the object of considerable research, the text is aimed at a broad audience of students in biology, engineering, mathematics, and physics. The first two chapters deal with discrete Markov chains-recurrence and tran sience, random walks, birth and death chains, ruin problem and branching pro cesses-and their stationary distributions. These classical topics are treated with a modem twist: in particular, the coupling technique is introduced in the first chap ter and is used throughout. The third chapter deals with continuous time Markov chains-Poisson process, queues, birth and death chains, stationary distributions. The second half of the book treats spatial processes. This is the main difference between this work and the many others on stochastic processes. Spatial stochas tic processes are (righ | | 出版日期 | Textbook 19991st edition | | 关键词 | Branching process; Markov; Markov chain; Martingale; Poisson process; Probability space; Random Walk; Rando | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4612-1582-0 | | isbn_softcover | 978-1-4612-7203-8 | | isbn_ebook | 978-1-4612-1582-0 | | copyright | Springer Science+Business Media New York 1999 |
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发表于 2025-3-21 17:57:22
