| 书目名称 | Stochastic Modeling | | 编辑 | Nicolas Lanchier | | 视频video | | | 概述 | Contains 175 exercises including research-oriented problems about special stochastic processes not covered in traditional textbooks.Includes detailed simulation programs of the main models.Covers topi | | 丛书名称 | Universitext | | 图书封面 |  | | 描述 | .Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes.. .The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the gambler’s ruin chain, branching processes, symmetric random walks, and queueing systems. The third, more research-oriented part of the text, discusses special stochastic pro | | 出版日期 | Textbook 2017 | | 关键词 | Martingales; Markov Chains; Poisson Processes; Symmetric Random Walks; Branching Processes; Wright-Fisher | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-50038-6 | | isbn_softcover | 978-3-319-50037-9 | | isbn_ebook | 978-3-319-50038-6Series ISSN 0172-5939 Series E-ISSN 2191-6675 | | issn_series | 0172-5939 | | copyright | Springer International Publishing AG 2017 |
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发表于 2025-3-21 17:25:33
