An Introduction to Stochastic Modeling
- 4th Edition - November 18, 2010
- Imprint: Academic Press
- Authors: Mark Pinsky, Samuel Karlin
- Language: English
- Hardback ISBN:9 7 8 - 0 - 1 2 - 3 8 1 4 1 6 - 6
- eBook ISBN:9 7 8 - 0 - 1 2 - 3 8 1 4 1 7 - 3
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Model… Read more
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Request a sales quoteServing as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.
New to this edition:
- Realistic applications from a variety of disciplines integrated throughout the text, including more biological applications
- Plentiful, completely updated problems
- Completely updated and reorganized end-of-chapter exercise sets, 250 exercises with answers
- New chapters of stochastic differential equations and Brownian motion and related processes
- Additional sections on Martingale and Poisson process
- Realistic applications from a variety of disciplines integrated throughout the text
- Extensive end of chapter exercises sets, 250 with answers
- Chapter 1-9 of the new edition are identical to the previous edition
- New! Chapter 10 - Random Evolutions
- New! Chapter 11- Characteristic functions and Their Applications
Upper division undergraduate and graduate-level courses in stochastic processes and stochastic modeling, offered in statistics and mathematics departments at all major universities
IntroductionConditional Probability and Conditional ExpectationMarkov Chains: IntroductionThe Long Run Behavior of Markov ChainsPoisson ProcessesContinuous Time Markov ChainsRenewal PhenomenaBrownian Motion and Related ProcessesQueueing Systems Random EvolutionsCharacteristic Functions and Their Applications
- Edition: 4
- Published: November 18, 2010
- Imprint: Academic Press
- No. of pages: 584
- Language: English
- Hardback ISBN: 9780123814166
- eBook ISBN: 9780123814173
SK
Samuel Karlin
Affiliations and expertise
Stanford University and The Weizmann Institute of ScienceRead An Introduction to Stochastic Modeling on ScienceDirect