Stochastic processes / Emanuel Parzen.
Material type: TextSeries: Classics in applied mathematics ; 24.Publication details: Philadelphia, Pa. : Society for Industrial and Applied Mathematics, 1999.Description: xix, 324 p. : ill. ; 23 cmISBN:- 9780898714418 (pbk.) :
- 9780898714418
- 519.2 PAR
- QA274 .P37 1999
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Long Loan | TUS: Midlands, Main Library Athlone General Lending | 519.2 PAR (Browse shelf(Opens below)) | 1 | Available | 00211189 |
An unabridged, corrected republication of the work first published by Holden-Day, Oakland, Calif., 1962.
Includes bibliographical references (p. 307-313) and index.
1.Random variables and stochastic processes -- 2.Conditional probability and conditional expectation -- 3.Normal processes and covariance stationary processes -- 4.Renewal counting processes -- 6.Markov chains: discrete parameter -- 7.Markov chains: continuous parameter.
Explains how and why probability models are applied to scientific fields such as medicine, biology, economics and psychology to solve problems about stochastic processes. Rather than just showing how a problem is solved, it explains why by formulating questions and first steps in the solutions.