A First Look at Stochastic Processes (English, Jeffrey S. Rosenthal)
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Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789811208973
ISBN-10
9811208972
Author
Jeffrey S. Rosenthal
About the Book
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 cha…
ISBN: 9789811208973
ISBN-13: 9789811208973
ISBN-10: 9811208972
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Product ID: isbn-9789811208973
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