Availability: In Stock

Applied Stochastic Processes

SKU: 9780387489766

Original price was: $54.99.Current price is: $24.99.

Access Applied Stochastic Processes Now. Discount up to 90%

Additional information

Full Title

Applied Stochastic Processes

Author(s)

Mario Lefebvre

Edition
ISBN

9780387489766, 9780387341712

Publisher

Springer

Format

PDF and EPUB

Description

Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes. Key features: -Presents carefully chosen topics such as Gaussian and Markovian processes, Markov chains, Poisson processes, Brownian motion, and queueing theory -Examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes -Serves graduate students in a variety of disciplines such as applied mathematics, operations research, engineering, finance, and business administration -Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications -Includes entertaining mini-biographies of mathematicians, giving an enriching historical context -Covers basic results in probability Two appendices with statistical tables and solutions to the even-numbered problems are included at the end. This textbook is for graduate students in applied mathematics, operations research, and engineering. Pure mathematics students interested in the applications of probability and stochastic processes and students in business administration will also find this book useful.

Availability: In Stock

Applied Stochastic Processes

SKU: 9781483259086

Original price was: $72.95.Current price is: $24.99.

Access Applied Stochastic Processes Now. Discount up to 90%

Categories: ,

Additional information

Full Title

Applied Stochastic Processes

Author(s)
Edition
ISBN

9781483259086, 9780120443802

Publisher

Academic Press

Format

PDF and EPUB

Description

Applied Stochastic Processes is a collection of papers dealing with stochastic processes, stochastic equations, and their applications in many fields of science. One paper discusses stochastic systems involving randomness in the system itself that can be a large dynamical multi-input, multi-output system. Examples of a large system are the national economy of a major country or when an acoustic wave is propagating as in the atmosphere, ocean, or sea. Another paper proves that only the average properties of the molecules of biology can be measured with precision in the test tube; and disputes a “simplistic” model of the cell as defined by a miniature Laplaces’ universe. The paper notes that the way existing cells are constructed implies that quantum mechanical principles lead to certain questions (about simple experiments) having only statistical answers. Another paper addresses the detection of distributed, fluctuating targets in a reverberation limited, randomly time, and space varying transmission media. This approach is done by using the concepts of “random Green’s functions” and the “stochastic Green’s function.” The collection will prove useful for cellular researchers, mathematicians, physicist, engineers, and academicians in the field of applied mathematics, statistics, and chemistry.