This book should be of interest to undergraduate and postgraduate students of probability theory.
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Editorial Reviews
Review
This is an important book which will also, I believe, be very successful..it is a carefully written and illuminating account of stochastic processes, writtenat a level which will make it useful to a large class of readers, certain as a consequence to be widely read, and thus a work of considerable importance.
-The Australian Journal of Statistics
Here is a clear and readable exposition of everything in stochastic process theory that the non-specialist is likely to want to know.
-Control
This book continues an authoritative line of published work in this field which concerns so much current work..The material is presented in a style which, together with the production and price, commands only one conclusion - buy it and use it.
-ASLIB Book List
-The Australian Journal of Statistics
Here is a clear and readable exposition of everything in stochastic process theory that the non-specialist is likely to want to know.
-Control
This book continues an authoritative line of published work in this field which concerns so much current work..The material is presented in a style which, together with the production and price, commands only one conclusion - buy it and use it.
-ASLIB Book List
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Inside This Book
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First Sentence:
The theory of stochastic processes deals with systems which develop in time or space in accordance with probabilistic laws. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
single absorbing barrier, probability that absorption, linear birth process, imbedded process, equilibrium renewal process, unrestricted particle, unrestricted random walk, ordinary renewal process, autocovariance generating function, dishonest process, rth event, intervals between successive events, alternating renewal process, general random walk, state occupation probabilities, lim prob, queueing process, simple random walk, nth customer, probability generating function, mean recurrence time, absorbing barriers, reflecting barrier, occupied initially, infinitesimal mean Key Phrases - Capitalized Phrases (CAPs): (learn more)
Cambridge Diploma, Tel Aviv New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
The theory of stochastic processes deals with systems which develop in time or space in accordance with probabilistic laws. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
single absorbing barrier, probability that absorption, linear birth process, imbedded process, equilibrium renewal process, unrestricted particle, unrestricted random walk, ordinary renewal process, autocovariance generating function, dishonest process, rth event, intervals between successive events, alternating renewal process, general random walk, state occupation probabilities, lim prob, queueing process, simple random walk, nth customer, probability generating function, mean recurrence time, absorbing barriers, reflecting barrier, occupied initially, infinitesimal mean Key Phrases - Capitalized Phrases (CAPs): (learn more)
Cambridge Diploma, Tel Aviv New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 1
book:
100
books
cite this book:
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- Stochastic Processes (Wiley Classics Library) by J. L. Doob on page 20
- Models of Random Processes: A Handbook for Mathematicians and Engineers by Igor N. Kovalenko on page 55, page 73, and page 108
- Quantitative Methods of Evaluation of Cancer Screening by Stephen W. Duffy on page 53, and page 80
- Exchange Rate Targets and Currency Bands by Paul Krugman on page 238, and page 243
- Project Flexibility, Agency, and Competition: New Developments in the Theory and Application of Real Options by Michael J. Brennan on page 178, and page 270
- Performance Analysis of Manufacturing Systems (Springer Series in Operations Research and Financial Engineering) by Tayfur Altiok on page 11, and page 59
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