Introduction To Stochastic Processes
Edition: Second edition
Series: World Scientific series on probability theory and its applications, vol. 2.
Publisher: World Scientific Pub Co Inc
Published: 2016; October 31, 2020
Place of publication: China
Language: eng
Format: Hardcover
Number of pages: 280
ISBN-13: 9789814740302
Copyright date: ©2016
Notes: This volume also features modern probability theory that is used in the non-random fields, such as MCMC, convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis. It employs more modern techniques, such as coupling and duality, and functional inequalities with Dirichlet form.