Introduction to probability and stochastic processes with applications

Introduction to probability and stochastic processes with applications

"This text book is designed for a one-year course in probability and stochastic processes with applications, especially for students who wish to specialize in probabilistic modeling. This book bridges the gap between elementary texts and advanced texts in probability and is easily accessible fo...

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Detalles Bibliográficos
Otros Autores: Blanco Castañeda, Liliana., author (author), Arunachalam, Viswanathan, 1969- author, Dharmaraja, Selvamuthu, 1972- author
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley & sons 2012.
Edición:First edition
Materias:
Probabilities > Textbooks.
Stochastic processes > Textbooks.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627703006719
Tabla de Contenidos:
  • CHAPTER 1. Basic Concepts
  • CHAPTER 2. Random variables and their distributions
  • CHAPTER 3. Some discrete distributions
  • CHAPTER 4. Some continuous distributions
  • CHAPTER 5. Random vectors
  • CHAPTER 6. Conditional Expectations
  • CHAPTER 7. Multivariate normal distributions
  • CHAPTER 8. Limit theorems
  • CHAPTER 9. Introduction to stochastic processes
  • CHAPTER 10. Introduction to queueing models
  • CHAPTER 11. Stochastic calculus
  • CHAPTER 12. Introduction to mathematical finance.

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