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Stochastic processes
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phen...
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| Lenguaje: | eng |
| Publicado: |
Holden-Day
1962
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/107150 |
| _version_ | 1780877567117492224 |
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| author | Parzen, Emanuel |
| author_facet | Parzen, Emanuel |
| author_sort | Parzen, Emanuel |
| collection | CERN |
| description | Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine |
| id | cern-107150 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 1962 |
| publisher | Holden-Day |
| record_format | invenio |
| spelling | cern-1071502021-04-22T05:29:02Zhttp://cds.cern.ch/record/107150engParzen, EmanuelStochastic processesMathematical Physics and MathematicsWell-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examineHolden-Dayoai:cds.cern.ch:1071501962 |
| spellingShingle | Mathematical Physics and Mathematics Parzen, Emanuel Stochastic processes |
| title | Stochastic processes |
| title_full | Stochastic processes |
| title_fullStr | Stochastic processes |
| title_full_unstemmed | Stochastic processes |
| title_short | Stochastic processes |
| title_sort | stochastic processes |
| topic | Mathematical Physics and Mathematics |
| url | http://cds.cern.ch/record/107150 |
| work_keys_str_mv | AT parzenemanuel stochasticprocesses |