This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.…mehr
This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.
Softcover reprint of the original 1st edition 2018
Seitenzahl: 276
Erscheinungstermin: 20. Dezember 2018
Englisch
Abmessung: 235mm x 155mm x 16mm
Gewicht: 427g
ISBN-13: 9783030073527
ISBN-10: 3030073521
Artikelnr.: 57554137
Herstellerkennzeichnung
Books on Demand GmbH
In de Tarpen 42
22848 Norderstedt
info@bod.de
040 53433511
Autorenporträt
Valérie Girardin received her Ph.D. in Probability from the Université Paris-Sud in Orsay, France. She teaches analysis, probability and statistics to various levels of students, including future secondary school teachers in mathematics, future engineers and researchers. Her research interests include diverse aspects of stochastic processes, from theory to applied statistics, with a particular interest in information theory and biology. Nikolaos Limnios graduated from the Aristotle University of Thessaloniki and Polytechnic School of Thesaloniki, Greece. He received his Ph.D. and his Doctorat d'Etat from the Université de Technologie de Compiègne (UTC), France, where he is now a full professor. He teaches probability, statistics and stochastic processes to future engineers. His research interests in stochastic processes and statistics include Markov, semi-Markov processes, branching processes, random evolutions and their applications in biology, reliability, earthquake, population evolutions, among other topics.
Inhaltsangabe
Preface.- Independent Random Sequences.- Conditions and Martingales.- Markov Chains.- Continuous Time Stochastic Processes.- Markov and Semi-Markov Processes.- Further Reading.-
Preface.- Independent Random Sequences.- Conditions and Martingales.- Markov Chains.- Continuous Time Stochastic Processes.- Markov and Semi-Markov Processes.- Further Reading.-
Rezensionen
"The primary audience of the book are students studying mathematics at a university and Ph.D. students in applied mathematics. It can also be served as a course at master's and doctoral's levels in applied probability. And finally, it is conceived as a support for the researchers and engineers dealing with stochastic modelling." (Anatoliy Swishchuk, zbMATH 1434.60002, 2020) "It is intended for students (at master or PhD level) in applied mathematics as well as researchers and engineers dealing with stochastic modeling issues. ... Finally, the readers who want to get their hands on the different notions presented in the book will find at the end of each section a series of exercises with their solutions." (Julien Poisat, Mathematical Reviews, October, 2019)
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