1.

Record Nr.

UNINA9910300140203321

Autore

Girardin Valérie

Titolo

Applied Probability : From Random Sequences to Stochastic Processes / / by Valérie Girardin, Nikolaos Limnios

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018

ISBN

3-319-97412-2

Edizione

[1st ed. 2018.]

Descrizione fisica

1 online resource (XIII, 260 p. 30 illus., 1 illus. in color.)

Disciplina

519.2

Soggetti

Probabilities

Statistics 

Mathematical statistics

Engineering mathematics

Epidemiology

Probability Theory and Stochastic Processes

Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences

Probability and Statistics in Computer Science

Statistics for Business, Management, Economics, Finance, Insurance

Engineering Mathematics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

Preface -- Independent Random Sequences -- Conditions and Martingales -- Markov Chains -- Continuous Time Stochastic Processes -- Markov and Semi-Markov Processes -- Further Reading.-.

Sommario/riassunto

This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of



examples and exercises with solutions.