Probability and stochastic processes / Ionut Florescu.
Material type:
TextPublication details: New Jersey : John Wiley, 2015Description: xxiii, 551 p. : illustrations ; 25 cmISBN: - 9780470624555 (cloth)
- 519.2 23 F634
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.2 F634 (Browse shelf(Opens below)) | Available | 135965 |
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| 519.2 F543 Theory of probability | 519.2 F543 Theory of probability | 519.2 F543 Theory of probability | 519.2 F634 Probability and stochastic processes / | 519.2 F731 Log-gases and random matrices | 519.2 F738 Elements of probability theory | 519.2 F812 Probability and calculus |
Includes bibliographical references and index.
1. Elements of probability measure--
2. Random variables--
3. Applied chapter: Generating random variables--
4. Integration theory--
5. Conditional distribution and conditional expectation--
6. Moment generating function. characteristic function--
7. Limit theorems--
8. Statistical inference--
9. Introduction to stochastic processes--
10. The poisson process--
11. Renewal processes--
12. Markov chains--
13. Semi-Markov and continuous-time Markov processes--
14. Martingales--
15. Brownian motion--
16. Stochastic differential equations--
A. Appendix: Linear algebra and solving difference equations and systems of differential equations--
Bibliography--
Index.
The book s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes.
Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi–Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes.
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