Overview
- 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 minibiographies of mathematicians, giving an enriching historical context
- Covers basic results in probability to make the text self-contained
- Includes supplementary material: sn.pub/extras
Part of the book series: Universitext (UTX)
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Table of contents (6 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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.
Authors and Affiliations
About the author
Bibliographic Information
Book Title: Applied Stochastic Processes
Authors: Mario Lefebvre
Series Title: Universitext
DOI: https://doi.org/10.1007/978-0-387-48976-6
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag New York 2007
Softcover ISBN: 978-0-387-34171-2Published: 15 December 2006
eBook ISBN: 978-0-387-48976-6Published: 14 December 2007
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 1
Number of Pages: XIII, 382
Number of Illustrations: 12 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Operations Research, Management Science, Mathematical and Computational Engineering