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AuthorColeman, Rodney. author
TitleStochastic Processes [electronic resource] / by Rodney Coleman
ImprintDordrecht : Springer Netherlands : Imprint: Springer, 1974
Connect tohttp://dx.doi.org/10.1007/978-94-010-9796-3
Descript V, 93 p. 1 illus. online resource

CONTENT

1 What is a Stochastic Process? -- 2 Results from Probability Theory -- 2.1 Introduction to probability theory -- 2.2 Bivariate distributions -- 2.3 Multivariate distributions -- 2.4 Probability generating functions -- 2.5 Characteristic functions -- 3 The Random Walk -- 3.1 The unrestricted random walk -- 3.2 Types of stochastic process -- 3.3 The gamblerโ{128}{153}s ruin -- 3.4 Generalisations of the random-walk model -- 4 Markov Chains -- 4.1 Definitions -- 4.2 Equilibrium distributions -- 4.3 Applications -- 4.4 Classification of the states of a Markov chain -- 5 The Poisson Process -- 6 Markov Chalns with Continuous Time Parameters -- 6.1 The theory -- 6.2 Applications -- 7 Non-Markov Processes in Continuous Time with Discrete State Spaces -- 7.1 Renewal theory -- 7.2 Population processes -- 7.3 Queuing theory -- 8 Diffusion Processes -- Recommendations For Further Reading


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