An Introduction to Stochastic Processes and Their Applications / Petar Todorovic

• Autore: Todorovic, Petar
• Pubblicazione: New York [etc.], : Springer-Verlag, 1992
• Descrizione fisica: xiii, 289 p. : ill. ; 24 cm
• Soggetto topico: 60-XX - Probability theory and stochastic processes [MSC 2020]; 60G07 - General theory of stochastic processes [MSC 2020]; 60G12 - General second-order stochastic processes [MSC 2020]; 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
• Soggetto non controllato: Brownian Motion; Gaussian processes; Hitting time; Law of the iterated logarithms; Markov Chains; Markov Processes; Markov properties; Martingales; Normal distributions; Ornstein-Uhlenbeck process; Point processes; Poisson processes; Stochastic processes
• Titolo autorizzato: Introduction to Stochastic Processes and Their Applications
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00289899
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-1-4613-9742-7
• Serie: Springer series in statistics Berlin [etc.] . -Springer