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Elements Of Applied Stochastic Processes, Third Edition
商品資訊
ISBN13：9780471414421
出版社：John Wiley & Sons Inc
作者：Bhat
出版日：2002/08/23
裝訂／頁數：精裝／488頁
定價
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90 折 9673 元
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商品簡介
作者簡介
目次
商品簡介
This 3rd edition of the successful Elements of Applied Stochastic Processes improves on the last edition by condensing the material and organising it into a more teachable format. It provides more in-depth coverage of Markov chains and simple Markov process and gives added emphasis to statistical inference in stochastic processes.
- Integration of theory and application offers improved teachability
- Provides a comprehensive introduction to stationary processes and time series analysis
- Integrates a broad set of applications into the text
- Utilizes a wealth of examples from research papers and monographs
作者簡介
U. NARAYAN BHAT, PhD, is Professor of Statistical Science and Operations Research as well as the Dean of Research and Graduate Studies at Southern Methodist University.
GREGORY K. MILLER, PhD, is Associate Professor of Statistics at Stephen F. Austin State University.
目次
Preface.
Stochastic Processes: Description and Definition.
Markov chains.
Irreducible Markov Chains with Ergodic States.
Branching Processes and Other Special Topics.
Statistical Inference for Markov Chains.
Applied Markov Chains.
Simple Markov Processes.
Statistical Inference for Simple Markov Processes.
Applied Markov Processes.
Renewal Processes.
Stationary Processes and Time Series Analysis.
Simulation and Markov Chain Monte Carlo.
Answers to Selected Exercises.
Appendix.
Author Index.
Subject Index.
Stochastic Processes: Description and Definition.
Markov chains.
Irreducible Markov Chains with Ergodic States.
Branching Processes and Other Special Topics.
Statistical Inference for Markov Chains.
Applied Markov Chains.
Simple Markov Processes.
Statistical Inference for Simple Markov Processes.
Applied Markov Processes.
Renewal Processes.
Stationary Processes and Time Series Analysis.
Simulation and Markov Chain Monte Carlo.
Answers to Selected Exercises.
Appendix.
Author Index.
Subject Index.
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