Introduction to Stochastic Processes

Β· Courier Corporation
Π•-ΠΊΠ½ΠΈΠ³Π°
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ΠžΡ†Π΅Π½ΠΈΡ‚Π΅ ΠΈ Ρ€Π΅Ρ†Π΅Π½Π·ΠΈΠΈΡ‚Π΅ Π½Π΅ сС ΠΏΠΎΡ‚Π²Ρ€Π΄Π΅Π½ΠΈ Β Π”ΠΎΠ·Π½Π°Ρ˜Ρ‚Π΅ повСќС

Π—Π° Π΅-ΠΊΠ½ΠΈΠ³Π°Π²Π°

This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. The text emphasizes the modern viewpoint, in which the primary concern is the behavior of sample paths. By employing matrix algebra and recursive methods, rather than transform methods, it provides techniques readily adaptable to computing with machines.
Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming some background in calculus but none in measure theory, the complete, detailed, and well-written treatment is suitable for engineering students in applied mathematics and operations research courses as well as those in a wide variety of other scientific fields. Many numerical examples, worked out in detail, appear throughout the text, in addition to numerous end-of-chapter exercises and answers to selected exercises.

Π—Π° Π°Π²Ρ‚ΠΎΡ€ΠΎΡ‚

Erhan Γ‡inlar is a Professor of Operations Research and Financial Engineering at Princeton University. He was formerly on the faculty of Northwestern University.

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Π—Π° Π΄Π° Ρ‡ΠΈΡ‚Π°Ρ‚Π΅ Π½Π° ΡƒΡ€Π΅Π΄ΠΈ со Π΅-мастило, ΠΊΠ°ΠΊΠΎ ΡˆΡ‚ΠΎ сС Π΅-Ρ‡ΠΈΡ‚Π°Ρ‡ΠΈΡ‚Π΅ Kobo, ќС Ρ‚Ρ€Π΅Π±Π° Π΄Π° ΠΏΡ€Π΅Π·Π΅ΠΌΠ΅Ρ‚Π΅ Π΄Π°Ρ‚ΠΎΡ‚Π΅ΠΊΠ° ΠΈ Π΄Π° ја ΠΏΡ€Π΅Ρ„Ρ€Π»ΠΈΡ‚Π΅ Π½Π° ΡƒΡ€Π΅Π΄ΠΎΡ‚. Π‘Π»Π΅Π΄Π΅Ρ‚Π΅ Π³ΠΈ Π΄Π΅Ρ‚Π°Π»Π½ΠΈΡ‚Π΅ упатства Π²ΠΎ Π¦Π΅Π½Ρ‚Π°Ρ€ΠΎΡ‚ Π·Π° помош Π·Π° ΠΏΡ€Π΅Ρ„Ρ€Π»Π°ΡšΠ΅ Π½Π° Π΄Π°Ρ‚ΠΎΡ‚Π΅ΠΊΠΈΡ‚Π΅ Π½Π° ΠΏΠΎΠ΄Π΄Ρ€ΠΆΠ°Π½ΠΈ Π΅-Ρ‡ΠΈΡ‚Π°Ρ‡ΠΈ.