Stochastic Processes, 3rd Edition, 9781498778114
Hardcover
This is the third edition of a popular UK textbook on stochastic processes. It has been updated with a new chapter on diffusion processes and Brownian motion, has extended material on birth and death processes and epidemics, plus new references throughout. The examples and exercises have all been expanded and improved.

Stochastic Processes, 3rd Edition

An Introduction, Third Edition

$229.81

  • Hardcover

    255 pages

  • Release Date

    16 October 2017

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Summary

Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general po…

Book Details

ISBN-13:9781498778114
ISBN-10:1498778119
Author:Peter Watts Jones, Peter Smith
Publisher:Taylor & Francis Inc
Imprint:Chapman & Hall/CRC
Format:Hardcover
Number of Pages:255
Edition:3rd
Release Date:16 October 2017
Weight:520g
Dimensions:234mm x 156mm
Series:Chapman & Hall/CRC Texts in Statistical Science
What They're Saying

Critics Review

Praise for the second edition:

“… a clear, easily understandable and rather short overview on stochastic processes. The different topics are motivated very well, there are many graphs and 50—theoretical and practical—examples. … the book is written very carefully … for beginners, one could not imagine a better book.”—Dominik Wied, Statistical Papers (2011) 52

“… a good resource as a textbook or as a reference to complement other literature, especially with the examples and problems provided.”—Biometrics, 67, September 2011

About The Author

Peter Watts Jones

Peter W. Jones is a professor and Pro Vice Chancellor for Research and Enterprise at Keele University in Staffordshire, UK.

Peter Smith is a Professor Emeritus in the School of Computing and Mathematics at Keele University in Staffordshire, UK.

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