An Introduction to Stochastic Processes |
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| Author:
| Basu, Adhir K. |
| ISBN: | 978-0-8493-0991-5 |
| Publication Date: | Dec 2002 |
| Publisher: | Narosa Publishing House
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| Book Format: | Hardback |
| List Price: | USD $62.95 |
Book Description:
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Designed for college mathematics students at all levels, this book grew from the author's lectures for advanced undergraduate courses at Canadian and United States universities, and from a postgraduate course at Calcutta University. It introduces discrete time Markov chain and second order stochastic analysis, and includes discussions of renewal theory, time series analysis, queuing theory, Brownian motions, and martingale theorems.
Designed for college mathematics students at all levels, this book grew from the author's lectures for advanced undergraduate courses at Canadian and United States universities, and from a postgraduate course at Calcutta University. It introduces discrete time Markov chain and second order stochastic analysis, and includes discussions of renewal theory, time series analysis, queuing theory, Brownian motions, and martingale theorems.