Basic stochastic processes : a course through exercises / Zdzislaw Brzezniak and Tomasz Zastawniak
| Basic stochastic processes : a course through exercises / Zdzislaw Brzezniak and Tomasz Zastawniak |
| Autore | Brzezniak, Zdzislaw |
| Pubbl/distr/stampa | London, : Springer, 1999 |
| Descrizione fisica | X, 225 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zastawniak, Tomasz |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Filtration Markov Chains Martingales Poisson processes Probability Theory Random variables Renewal theory Stochastic processes Uniform integrability |
| ISBN | 978-35-407-6175-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00044972 |
Brzezniak, Zdzislaw
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| London, : Springer, 1999 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Basic stochastic processes : a course through exercises / Zdzislaw Brzezniak and Tomasz Zastawniak
| Basic stochastic processes : a course through exercises / Zdzislaw Brzezniak and Tomasz Zastawniak |
| Autore | Brzezniak, Zdzislaw |
| Pubbl/distr/stampa | London, : Springer, 1999 |
| Descrizione fisica | X, 225 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zastawniak, Tomasz |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Filtration Markov Chains Martingales Poisson processes Probability Theory Random variables Renewal theory Stochastic processes Uniform integrability |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00299880 |
Brzezniak, Zdzislaw
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| London, : Springer, 1999 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Branching Processes / Krishna B. Athreya, Peter E. Ney
| Branching Processes / Krishna B. Athreya, Peter E. Ney |
| Autore | Athreya, Krishna B. |
| Pubbl/distr/stampa | Berlin, : Springer, 1972 |
| Descrizione fisica | xi, 287 p. : ill. ; 24 cm |
| Altri autori (Persone) | Ney, Peter E. |
| Soggetto topico |
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Branching processes
Branching random walks Construction Extinction probability Galton-Watson processes Martingales Poisson processes Probability Proofs Random Walks Renewal theory Sharp Techniques Time |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0255480 |
Athreya, Krishna B.
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| Berlin, : Springer, 1972 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Branching Processes / Krishna B. Athreya, Peter E. Ney
| Branching Processes / Krishna B. Athreya, Peter E. Ney |
| Autore | Athreya, Krishna B. |
| Pubbl/distr/stampa | Berlin, : Springer, 1972 |
| Descrizione fisica | xi, 287 p. : ill. ; 24 cm |
| Altri autori (Persone) | Ney, Peter E. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] |
| Soggetto non controllato |
Branching processes
Branching random walks Constructions Extinction probability Galton-Watson processes Martingales Poisson processes Probability Proofs Random Walks Renewal theory Sharp Techniques Time |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00255480 |
Athreya, Krishna B.
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| Berlin, : Springer, 1972 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Discretization and MCMC Convergence Assessment / Christian P. Robert (Editor)
| Discretization and MCMC Convergence Assessment / Christian P. Robert (Editor) |
| Pubbl/distr/stampa | New York [etc.], : Springer, 1998 |
| Descrizione fisica | x, 192 p. ; 24 cm |
| Soggetto topico |
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]
62-XX - Statistics [MSC 2020] 62Mxx - Inference from stochastic processes [MSC 2020] 62P10 - Applications of statistics to biology and medical sciences; meta analysis [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65C40 - Numerical analysis or methods applied to Markov chains [MSC 2020] |
| Soggetto non controllato |
Algorithms
Latent Variable Models Markov Chains Markov Models Renewal theory Statistics Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298480 |
| New York [etc.], : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Essentials of stochastic processes / Richard Durrett
| Essentials of stochastic processes / Richard Durrett |
| Autore | Durrett, Richard |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | IX, 275 p. : ill. ; 24 cm |
| Soggetto topico |
90Bxx - Operations research and management science [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 90B22 - Queues and service in operations research [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Binomial model
Black-Scholes formula Continuous Time Econometrics Economics Exponential distributions Financial Engineering Markov Chains Martingales Mathematical Finance Option pricing Poisson process Population genetics Probability models Queueing Theory Queueing networks Renewal theory Stationary distributions Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114726 |
Durrett, Richard
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| [Cham], : Springer, 2016 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Essentials of stochastic processes / Richard Durrett
| Essentials of stochastic processes / Richard Durrett |
| Autore | Durrett, Richard T. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | IX, 275 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 90B22 - Queues and service in operations research [MSC 2020] 90Bxx - Operations research and management science [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Binomial model
Black-Scholes formula Continuous Time Econometrics Economics Exponential distributions Financial Engineering Markov Chains Martingales Mathematical Finance Option pricing Poisson process Population genetics Probability models Queueing Theory Queueing networks Renewal theory Stationary distributions Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114726 |
Durrett, Richard T.
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| [Cham], : Springer, 2016 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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First-Passage Percolation on the Square Lattice / R. T. Smythe, John C. Wierman
| First-Passage Percolation on the Square Lattice / R. T. Smythe, John C. Wierman |
| Autore | Smythe, Robert T. |
| Pubbl/distr/stampa | Berlin, : Springer, 1978 |
| Descrizione fisica | x, 198 p. ; 24 cm |
| Altri autori (Persone) | Wierman, John C. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60F15 - Strong limit theorems [MSC 2020] 60Kxx - Special processes [MSC 2020] 60K05 - Renewal theory [MSC 2020] 94Cxx - Circuits, networks [MSC 2020] |
| Soggetto non controllato |
Convergence
Lattices Percolation Renewal theory Time constants eXist |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0260655 |
Smythe, Robert T.
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| Berlin, : Springer, 1978 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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First-Passage Percolation on the Square Lattice / R. T. Smythe, John C. Wierman
| First-Passage Percolation on the Square Lattice / R. T. Smythe, John C. Wierman |
| Autore | Smythe, Robert T. |
| Pubbl/distr/stampa | Berlin, : Springer, 1978 |
| Descrizione fisica | x, 198 p. ; 24 cm |
| Altri autori (Persone) | Wierman, John C. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60F15 - Strong limit theorems [MSC 2020] 60K05 - Renewal theory [MSC 2020] 60Kxx - Special processes [MSC 2020] 94Cxx - Circuits, networks [MSC 2020] |
| Soggetto non controllato |
Constants
Convergence Lattices Percolation Renewal theory Time eXist |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00260655 |
Smythe, Robert T.
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| Berlin, : Springer, 1978 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Markov Chains : Gibbs Fields, Monte Carlo Simulation and Queues / Pierre Brémaud
| Markov Chains : Gibbs Fields, Monte Carlo Simulation and Queues / Pierre Brémaud |
| Autore | Brémaud, Pierre |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xvi, 557 p. : ill. ; 24 cm |
| Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60G60 - Random fields [MSC 2020] 60K10 - Applications of renewal theory (reliability, demand theory, etc.) [MSC 2020] |
| Soggetto non controllato |
Electrical Engineering
Ergodicity Gibbs Fields Linear optimization Markov Chains Markov Fields Martingales Monte-Carlo Simulation Operations Research Queueing Theory R egenerative process Renewal theory Stochastic models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249418 |
Brémaud, Pierre
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| Cham, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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