Stochastic Processes by Medhi, J.

  Stochastic Processes by   Medhi, J.

Professor Emeritus, Gauhati University, Guwahati, Assam.
	PRINTED BOOK DETAILS: ISBN : 978-81-224-2664-9 Publication Year : Feb, 2009 Edition : 3rd Reprint : Apr, 2012 Pages : 524 Price : Rs. 275.00  Binding : Paperback

About the Book:

Aims at the level between that of elementary probability texts and advanced works on stochastic processes. The pre-requisites are a course on elementary probability theory and statistics, and a course on advanced calculus. The theoretical results developed have been followed by a large number of illustrative (worked) examples. These have been supplemented by numerous exercises, answers to most of which are also given. It is expected to suit as a text for advanced undergraduate, postgraduate and research level courses in Applied Mathematics, Statistics, Operations Research, Computer Science, different branches of Engineering, Telecommunications, Business and Management, Economics, Life Sciences and so on. A review of the Ist edition of the book in the American Mathematical Monthly (December 1982) gives this book special positive emphasis as a textbook as ``this is the clear choice`` amongst about a dozen or more texts (TAV). A review of the 2nd edition (1994) in the Journal of the Operational Res. Society, U.K. (1996) commended it ``As before it rightly deserves to be `nominated` as the first choice`` (Jim Freeman). The current 3rd edition (2009) further updates the material and references and adds new chapters on Martingales and Simulation. About the Author: Jyotiprasad Medhi, Professor Emeritus, Gauhati University, India, was a Visiting Professor at the Universities of Montreal, McMaster and Toronto (Canada), and University of Wisconsin (USA). He delivered and invited lectures at several universities in India and abroad. In addition to publishing a large number of research papers and an introductory text (for Social Sciences etc.) Statistical Methods, 2nd edition (2006), he has authored three advanced level books: Stochastic Processes, 2nd edition (1994), Recent Developments in Bulk Queuing Models (1984) and Stochastic Models in Queuing Theory (1991). Glimpses into the Life and Works of J. Medhi (by C. K. Chetia and published by Vigyan Prasar, an autonomous organisation under the Department of Science & Technology, Government of India, New Delhi), gives an account of his contributions. Professor Medhi`s book belongs on the desk, rather than on the shelf, of every person who uses probability in his or her job. Professor Marcel F. Neuts Contents: Random Variables and Stochastic Processes Markov Chains Markov Processes with Discrete State Space: Poisson Process and its Extensions Markov Processes with Continuous State Space Martingales Renewal Processes and Theory Markov Renewal and Semi-Markov Processes Stationary Processes and Time Series Branching Processes Applications in Stochastic Models Simulation.