A Course in Stochastic Processes (Record no. 60552)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02648 a2200265 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240821b1996 |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780792340874 (HB) |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 519.216 |
| Item number | BOSQ |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Bosq, Denis |
| 245 ## - TITLE STATEMENT | |
| Title | A Course in Stochastic Processes |
| Sub Title | : Stochastic Models and Statistical Inference |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | Springer |
| Year of publication | 1996 |
| Place of publication | Dordrecht |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | x, 351p. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Theory and decision library |
| 490 ## - SERIES STATEMENT | |
| Series statement | Series B: Mathematical and statistical methods |
| Volume number/sequential designation | 34 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes Bibliography (313-314) and Index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1 Basic Probability Background <br/>2 Modeling Random Phenomena <br/>3 Discrete - Time Markov Chains <br/>4 Poisson Processes <br/>5 Continuous - Time Markov Chains <br/>6 Random Walks 7 Renewal Theory <br/>8 Queueing Theory <br/>9 Stationary Processes <br/>10 ARMA model <br/>11 Discrete-Time Martingales <br/>12 Brownian Motion and Diffusion Processes <br/>13 Statistics for Poisson Processes <br/>14 Statistics of Discrete-Time Stationary Processes <br/>15 Statistics of Diffusion Processes |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and classical for a first course in Stochastic Processes at the senior/graduate level (lessons 1-12). To provide students with a view of statistics of stochastic processes, three lessons (13-15) were added. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. Several points of this text need to be elaborated, (1) The pedagogy is somewhat obvious. Since this text is designed for a one semester course, each lesson can be covered in one week or so. Having in mind a mixed audience of students from different departments (Math ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti vation of concepts, aspects of applications and computational procedures. Basically, we try to explain to beginners questions such as "What is the topic in this lesson?" "Why this topic?", "How to study this topic math ematically?". The exercises at the end of each lesson will deepen the students' understanding of the material, and test their ability to carry out basic computations. Exercises with an asterisk are optional (difficult) and might not be suitable for homework, but should provide food for thought |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Distribution |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematical statistics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Probability |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | Mathematics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Nguyen, Hung T. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | BOOKS |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|
| IMSc Library | IMSc Library | 519.216 BOSQ | 78188 | BOOKS |