<電子ブック>
Essentials of Stochastic Processes / by Richard Durrett
(Springer Texts in Statistics. ISSN:21974136)
版 | 2nd ed. 2012. |
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出版者 | New York, NY : Springer New York : Imprint: Springer |
出版年 | 2012 |
本文言語 | 英語 |
大きさ | X, 266 p : online resource |
著者標目 | *Durrett, Richard author SpringerLink (Online service) |
件 名 | LCSH:Statistics LCSH:Probabilities LCSH:Operations research LCSH:Management science FREE:Statistical Theory and Methods FREE:Probability Theory FREE:Operations Research, Management Science |
一般注記 | Markov Chains -- Poisson Processes -- Renewal Processes -- Continuous Time Markov Chains -- Martingales -- Mathematical Finance -- A Review of Probability This book is for a first course in stochastic processes taken by undergraduates or master’s students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. 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 The book has undergone a thorough revision since the first edition. There are many new examples and problems with solutions that use the TI-83 to eliminate the tedious details of solving linear equations by hand. Some material that was too advanced for the level has been eliminated while the 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 seen in the treatment of mathematical finance. Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer HTTP:URL=https://doi.org/10.1007/978-1-4614-3615-7 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9781461436157 |
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EB00228309 |
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