Stochastic processes: an introduction (Record no. 209609)

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fixed length control field 180626b2018 ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781498778114
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.23
Item number J6S8
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Jones, Peter Watts
9 (RLIN) 366376
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Title Stochastic processes: an introduction
250 ## - EDITION STATEMENT
Edition statement 3rd
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc CRC Press
Date of publication, distribution, etc 2018
Place of publication, distribution, etc Boca Raton
300 ## - PHYSICAL DESCRIPTION
Extent xiv, 255 p.
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Texts in Statistical Science
9 (RLIN) 366377
520 ## - SUMMARY, ETC.
Summary, etc Features

Illustrates discrete random processes through the classical gambler’s ruin problem and its variants

Covers continuous random processes, such as Poisson and general population models

Describes applications of probability to modelling problems in engineering, medicine, and biology

Uses Mathematica and R to solve both theoretical and numerical examples to produce many graphs

Provides problem solutions and Mathematica® and R programs on crcpress.com

Provides an introduction to Brownian motion


Summary

Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on the analysis of associated stationary processes in queues.

The book also explores reliability and other random processes, such as branching, martingales, and simple epidemics. A new chapter describing Brownian motion, where the outcomes are continuously observed over continuous time, is included. Further applications, worked examples and problems, and biographical details have been added to this edition. Much of the text has been reworked. The appendix contains key results in probability for reference.

This concise, updated book makes the material accessible, highlighting simple applications and examples. A solutions manual with fully worked answers of all end-of-chapter problems, and Mathematica® and R programs illustrating many processes discussed in the book, can be downloaded from crcpress.com.


https://www.crcpress.com/Stochastic-Processes-An-Introduction-Third-Edition/Jones-Smith/p/book/9781498778114
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastic processes
9 (RLIN) 366378
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastic processes- Problems, exercises, etc
9 (RLIN) 366379
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Smith, Peter
Relator term Co-author
9 (RLIN) 366380
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Permanent location Current location Shelving location Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Total Renewals Full call number Barcode Date last seen Date last borrowed Cost, replacement price Koha item type
          Non-fiction Vikram Sarabhai Library Vikram Sarabhai Library General Stacks 2018-06-29 12 3.00 2 2 519.23 J6S8 197185 2019-06-10 2018-08-22 4749.05 Books

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