| Basic Stochastic Processes: A Course Through Exercises 1999. Corr. 3rd Edition Contributor(s): Brzezniak, Zdzislaw (Author), Zastawniak, Tomasz (Author) |
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ISBN: 3540761756 ISBN-13: 9783540761754 Publisher: Springer OUR PRICE: $36.09 Product Type: Paperback Published: October 1998 Annotation: This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and It? Stochastic Processes. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Science | Astronomy |
| Dewey: 519.2 |
| LCCN: 98007021 |
| Series: Springer Undergraduate Mathematics |
| Physical Information: 0.6" H x 6.7" W x 9.1" (0.90 lbs) 226 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in probability and stochastic processes, who wish to study on their own. The main prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers. The only other prerequisite is calculus. This covers limits, series, the notion of continuity, differentiation and the Riemann integral. Familiarity with the Lebesgue integral would be a bonus. A certain level of fundamental mathematical experience, such as elementary set theory, is assumed implicitly. Throughout the book the exposition is interlaced with numerous exercises, which form an integral part of the course. Complete solutions are provided at the end of each chapter. Also, each exercise is accompanied by a hint to guide the reader in an informal manner. This feature will be particularly useful for self-study and may be of help in tutorials. It also presents a challenge for the lecturer to involve the students as active participants in the course. |