Stochastic Processes
Author
- 3rd ed.
- New Delhi. : New Age International, 2011
- xix ; 503 p. PAPER BACK 23cm
Physics
content: preface: 1.RANDOM VARIABLES AND STOCHASTIC PROCESS 2.MARKOV CHAINS 3.MARKOV PROCESSES WITH DISCRETE STATE SPACE:POISSON PROCESS AND ITS EXTENSION 4.MARKOV PROCESSES WITH CONTINUOUS STATE SPACE 5.MARTINGALES 6.RENEWAL PROCESS AND THEORY 7.MARKOV RENEWABLE AND SEMI-MARKOV PROCESSES 8.STATIONARY PROCESSES AND TIME SERIES 9.BRANCHING PROCESSES 10.APPLICATIONS IN STOCHASTIC MODELS 11.SIMULATION