Sunday 16 September 2012

Applied Stochastic Processes by Lefebvre

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Book Summary of Applied Stochastic Processes

This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.

Table of Contents
  • 1. Preface
  • 2. Review of probability theory
  • 3. Stochastic processes
  • 4. Markov chains
  • 5. Diffusion processes
  • 6. Poisson processes
  • 7. Queueing theory
  • Appendix A. Statistical tables
  • Appendix B. Answers to even-numbered exercises
  • References
  • Index

Details of Book: Applied Stochastic Processes

Book:Applied Stochastic Processes
Author:Lefebvre
ISBN:8132204395
ISBN-13:

9788132204398

978-8132204398

Binding:Paperback
Publishing Date:2007
Publisher:Springer India Private Limited
Edition:1stEdition
Number of Pages:395
Language:English

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