Basics of applied stochastic processes
Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an i...
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edizione: | 1st ed. 2009. |
| Serie: | Probability and Its Applications
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| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 30 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Basics of Applied Stochastic Processes, Texte imprimé, 9783540893332 • Basics of applied stochastic processes, Richard Serfozo, Berlin, Springer, 2009, 1 vol. (XIV-443 p.), Probability and its applications, 978-3-540-89331-8 • Basics of Applied Stochastic Processes, Texte imprimé, 9783642430435 |
Sommario:
- Markov Chains Renewal and Regenerative Processes Poisson Processes Continuous-Time Markov Chains Brownian Motion