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Introduction to Stochastic Processes - (Dover Books on Mathematics) by Erhan Cinlar (Paperback)
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About this item
Highlights
- This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory.
- About the Author: Erhan Çinlar is a Professor of Operations Research and Financial Engineering at Princeton University.
- 416 Pages
- Mathematics, Probability & Statistics
- Series Name: Dover Books on Mathematics
Description
About the Book
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.Book Synopsis
This clear presentation of the most fundamental models of random phenomena employs methods that recognize 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.
About the Author
Erhan Çinlar is a Professor of Operations Research and Financial Engineering at Princeton University. He was formerly on the faculty of Northwestern University.Dimensions (Overall): 8.9 Inches (H) x 5.9 Inches (W) x 1.1 Inches (D)
Weight: 1.4 Pounds
Suggested Age: 22 Years and Up
Number of Pages: 416
Genre: Mathematics
Sub-Genre: Probability & Statistics
Series Title: Dover Books on Mathematics
Publisher: Dover Publications
Theme: Stochastic Processes
Format: Paperback
Author: Erhan Cinlar
Language: English
Street Date: February 20, 2013
TCIN: 78080346
UPC: 9780486497976
Item Number (DPCI): 247-37-3542
Origin: Made in the USA or Imported
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Shipping details
Estimated ship dimensions: 1.1 inches length x 5.9 inches width x 8.9 inches height
Estimated ship weight: 1.4 pounds
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