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Stochastic processes : an introduction / Peter W. Jones, Peter Smith.

By: Contributor(s): Material type: TextTextLanguage: English Series: Publication details: Boca Raton : Chapman & Hall/CRC, 2020.Edition: Third editionDescription: xiv, 255 pages : illustrations ; 25 cmISBN:
  • 9781498778114 (hardback : acidfree paper)
Subject(s): DDC classification:
  • 519.23 23 JON
Contents:
Some Background on Probability Some Gambling Problems Random Walks Markov Chains Poisson Processes Birth and Death Processes Queues Reliability and Renewal Branching and Other Random Processes Brownian Motion: Wiener Process. Computer Simulations and Projects Answers and Comments on End-of-Chapter Problems Appendix References and Further Reading
Summary: This is the third edition of a popular UK textbook on stochastic processes. It has been updated with a new chapter on diffusion processes and Brownian motion, has extended material on birth and death processes and epidemics, plus new references throughout. The examples and exercises have all been expanded and improved.
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Item type Current library Collection Call number Status Barcode
General Books General Books CUTN Central Library Sciences Non-fiction 519.23 JON (Browse shelf(Opens below)) Available 50383

"A Chapman & Hall book."

Includes bibliographical references and index.

Some Background on Probability
Some Gambling Problems
Random Walks
Markov Chains
Poisson Processes
Birth and Death Processes
Queues
Reliability and Renewal
Branching and Other Random Processes
Brownian Motion: Wiener Process. Computer Simulations and Projects
Answers and Comments on End-of-Chapter Problems
Appendix
References and Further Reading

This is the third edition of a popular UK textbook on stochastic processes. It has been updated with a new chapter on diffusion processes and Brownian motion, has extended material on birth and death processes and epidemics, plus new references throughout. The examples and exercises have all been expanded and improved.

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