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Elements of Random Walk and Diffusion Processes - a book by Ibe, Oliver C.

Elements of Random Walk and Diffusion Processes

Elements of Random Walk and Diffusion Processes( )
Author: Ibe, Oliver C.
Series title:Wiley Series in Operations Research and Management Science Ser.
ISBN:978-1-118-61793-9
Publication Date:Aug 2013
Publisher:John Wiley & Sons, Incorporated
Book Format:Ebook
List Price:Contact Supplier contact
Book Description:

Presents an important and unique introduction to random walk theory

Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering,...
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