Probability Theory and Stochastic Processes

Name: Probability Theory and Stochastic Processes
Brand: Springer Verlag
SKU: 9783030401825
Price: 3879.0 INR
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by Brémaud

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ISBN13: 9783030401825
Binding: Paperback
Subject: Mathematics and Statistics
Publisher: Springer Verlag
Publisher Imprint: Springer
Publication Date: March 11, 2020
Pages: 713
Original Price: EUR 54.99
Language: English
Edition: N/A
Item Weight: 1010 grams
BISAC Subject(s): Probability & Statistics / General

About The Book

The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing.In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.

About The Author

Pierre Brémaud graduated from the École Polytechnique and obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science at the University of California, Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference books and textbooks on the subject.

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