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Item #:
110125545
Basic Stochastic Processes
Item #:
110125545
MVR 673
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Designed for final year undergraduate courses, this book is essential for anyone interested in mastering stochastic processes.
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- 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 willbe 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.
| Publisher | Springer |
| Publication date | October 16, 1998 |
| Edition | Corrected |
| Language | English |
| Print length | 200 pages |
| ISBN-10 | 3540761756 |
| ISBN-13 | 978-3540761754 |
| Item Weight | 14.4 ounces (408.24 grams) |
| Dimensions | 7.01 x 0.54 x 9.25 inches (17.8 x 1.4 x 23.5 cm) |
| Part of series | Springer Undergraduate Mathematics |
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Basic Stochastic Processes
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MVR 673
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Features & Benefits
- Perfect for final year undergraduate courses.
- Suitable for self-study or guided tutorials.
- Prerequisites include probability theory and calculus.
- Includes numerous exercises with complete solutions.
- Hints provided for each exercise to aid understanding.
- Engages students as active participants in learning.
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