Discrete Stochastics
Publisher: Springer Basel AG
Published: 2012
Language: eng
Number of pages: 283
ISBN-13: 9783034897136
Description: Discrete stochastics is the theory of discrete probability spaces. This undergraduate textbook gives a concise introduction into discrete stochastics in general, and into a variety of typical special topics in this field, such as information theory, fluctuation theory, and semigroups of stochastic matrices. The emphasis lies on probability theory rather than on statistical methodology. Motivations, interpretations, and numerous examples and exercises relate the mathematical theory to stochastic experience.