Stochastic Processes, 9781906574307
Hardcover
Theoretical results developed are presented through a number of illustrative examples to give clarity of concept. Many new topics e.g. Martingale Simulations, are included which are of great importance in diverse applications. The first and second editions of this book have earned many accolades fr…

Stochastic Processes

$194.40

  • Hardcover

    524 pages

  • Release Date

    1 December 2009

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Summary

This book aims to position itself between the level of elementary probability texts and advanced works on stochastic processes. The pre-requisites to consult this book are a course on elementary probability theory and statistics, and a course on advanced calculus. In this book numberous examples have been given, based on theories discussed and a large number of problems along with their answers have also been provided. This revised edition further updates the materials and references and s…

Book Details

ISBN-13:9781906574307
ISBN-10:1906574308
Author:J. Medhi
Publisher:New Age International (UK) Ltd
Imprint:New Age Science Ltd
Format:Hardcover
Number of Pages:524
Edition:3rd
Release Date:1 December 2009
Weight:1.33kg
Dimensions:192mm x 247mm
What They're Saying

Critics Review

A review of the first edition in The American Mathematical Monthly (Dec., 1982) gives a special positive emphasis on it as a textbook as this is the clear choice amongst a dozen or more competing textsA”. (TAV) Similarly a review of the second edition (1994) in the Journal of the Operational Research Society, U.K. (1996) commended it As before, it rightly deserves to be ‘nominated’ as the first choiceA”. (Jim Freeman)

About The Author

J. Medhi

Jyotiprasad Medhi, Professor Emeritus, was a visiting professor at the Universities of Montreal, McMaster and Toronto, Canada and University of Wisconsin, USA. He is the author/co-author of a large number of scientific/technical papers published in international journals and has been working as referee to many reputed international journals. Also he has been giving seminar lectures on invitation, at several Unviersities in India, UK, France, Canada and the USA. In addition to publishing a large number of research papers and an introductory text, - Statistical Methods, he has authored three advanced level books; Stochastic Processes, Recent Developments in Bulk Queueing Models and Stochastic Models in Queueing Theory, published in India and USA.

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