A Course in Stochastic Processes
Subtitle: Stochastic Models and Statistical Inference
By: by Denis Bosq, Hung T. Nguyen
Contributors: Nguyen, Hung T.
Series: Theory and Decision Library, Series B: Mathematical and Statistical Methods -- 34; Theory and Decision Library, Series B: Mathematical and Statistical Methods -- 34
Publisher: Springer Netherlands
Published: 1996
Place of publication: Dordrecht
Language: eng
Format: [electronic resource] :
Number of pages: 354
ISBN-13: 9789048147137; 9789401587693
Subjects: Mathematics; Distribution (Probability theory); Statistics; Economics
Description: This volume is an introduction to stochastic processes and their statistics. Basic stochastic processes are developed from real world situations to the need for generating mathematical models, while at the same time students learn to apply theoretical models. The lessons cover basic stochastic processes such as Poisson processes, Markov chains, random walks, renewal theory, queuing theory, ARMA models, martingales, Brownian motion and diffusion processes. The statistical topics treated include the basic aspects of statistics of point processes, stationary processes and diffusion processes. Audience: This textbook will be useful for one-semester courses at graduate level to students of mathematics, statistics, computer science, electrical and industrial engineering and economics.
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