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Stochastic Processes and Their Applications

Stochastic Processes and Their Applications

Hardback (18 Oct 2001)

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Publisher's Synopsis

This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and exercises, the author presents the subject in a comprehensible, practically oriented way, but he also includes some important proofs and theoretically challenging examples and exercises that will appeal to more mathematically minded readers. Solutions to most of the exercises are included either in an appendix or within the text.

Book information

ISBN: 9780415272322
Publisher: CRC Press
Imprint: CRC Press
Pub date:
DEWEY: 519.23
DEWEY edition: 23
Language: English
Number of pages: 338
Weight: 748g
Height: 256mm
Width: 187mm
Spine width: 23mm