Introduction to Stochastic Processes by Cinlar Cinlar (English) Paperback Book

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Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums of independent random variables, Markov chains, renewal theory, more. 1975 edition.

FORMATPaperback LANGUAGEEnglish CONDITIONBrand New Publisher Description

This clear presentation of the most fundamental models of random phenomena employs methods that recognise computer-related aspects of theory. The text emphasizes the modern viewpoint, in which the primary concern is the behavior of sample paths. By employing matrix algebra and recursive methods, rather than transform methods, it provides techniques readily adaptable to computing with machines.Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming some background in calculus but none in measure theory, the complete, detailed, and well-written treatment is suitable for engineering students in applied mathematics and operations research courses as well as those in a wide variety of other scientific fields. Many numerical examples, worked out in detail, appear throughout the text, in addition to numerous end-of-chapter exercises and answers to selected exercises.

Author Biography

Erhan Çinlar is a Professor of Operations Research and Financial Engineering at Princeton University. He was formerly on the faculty of Northwestern University.

Table of Contents

Preface 1. Probability Spaces and Random Variables 2. Expectations and Independence 3. Bernoulli Processes and Sums of Independent Random Variables 4. Poisson Processes 5. Markov Chains 6. Limiting Behavior and Applications of Markov Chains 7. Potentials, Excessive Functions, and Optimal Stopping of Markov Chains 8. Markov Processes 9. Renewal Theory 10. Markov Renewal Theory Afterword Appendix. Non-Negative Matrices References Answers to Selected Exercises Index of Notations Subject Index

Long Description

This clear presentation of themost fundamental models ofrandom phenomena employsmethods that recognize computerrelatedaspects of theory. Topicsinclude probability spaces andrandom variables, expectationsand independence, Bernoulliprocesses and sums of independentrandom variables, Poisson processes, Markov chainsand processes, and renewal theory. Assuming only a backgroundin calculus, this outstanding text includes an introductionto basic stochastic processes.Reprint of the Prentice-Hall Publishers, Englewood Cliffs,New Jersey, 1975 edition.

Description for Reader

This clear presentation of themost fundamental models ofrandom phenomena employsmethods that recognize computerrelatedaspects of theory. Topicsinclude probability spaces andrandom variables, expectationsand independence, Bernoulliprocesses and sums of independentrandom variables, Poisson processes, Markov chainsand processes, and renewal theory. Assuming only a backgroundin calculus, this outstanding text includes an introductionto basic stochastic processes.Reprint of the Prentice-Hall Publishers, Englewood Cliffs,New Jersey, 1975 edition.

Details ISBN0486497976 Short Title INTRO TO STOCHASTIC PROCESSES Language English ISBN-10 0486497976 ISBN-13 9780486497976 Media Book Format Paperback Imprint Dover Publications Inc. Place of Publication New York Country of Publication United States Year 2013 Illustrations black & white illustrations, figures UK Release Date 2013-02-01 AU Release Date 2013-02-01 NZ Release Date 2013-02-01 Pages 416 Publisher Dover Publications Inc. DEWEY 519.23 Author Cinlar Cinlar Series Dover Books on Mathema 1.4tics Publication Date 2013-03-31 Audience Tertiary & Higher Education US Release Date 2013-03-31 We've got this

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