World Scientific Publishing Company
A First Look at Stochastic Processes (English, Jeffrey S. Rosenthal)
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Book Details
| ISBN-13 | 9789811208973 |
| ISBN-10 | 9811208972 |
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About the Book
This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final cha…
ISBN: 9789811208973
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