Stochastic processes : an introduction /

Jones, P. W. 1945-

Stochastic processes : an introduction / Peter W. Jones, Peter Smith. - Third edition. - Boca Raton : Chapman & Hall/CRC, 2020. - xiv, 255 pages : illustrations ; 25 cm. - Chapman & Hall/CRC texts in statistical science series .

"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.

9781498778114 (hardback : acidfree paper)


Stochastic processes--Textbooks.

519.23 / JON