Stochastic Processes: Basic Theory and Its Applications
暫譯: 隨機過程：基本理論及其應用

Prabhu, Narahari U.

Stochastic Processes: Basic Theory and Its Applications

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商品描述

Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.

商品描述(中文翻譯)

大多數介紹隨機過程的教科書涵蓋了如泊松過程、布朗運動、更新理論和隨機漫步等標準主題，但對其應用的探討往往不夠充分。本書以簡單易懂的方式撰寫，針對這一不足之處提供了指導和工具，以研究其應用。內容包括馬可夫性質、鞅、再生現象和塔伯定理的研究發展，並在初級水平上涵蓋測度理論。

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