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An Introduction to Stochastic ProcessBy A. K. Basu, A.K. Basu
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Designed for college mathematics students at all levels, this book grew from the author's lectures for advanced undergraduate courses at Canadian and United States universities, and from a postgraduate course at Calcutta University. It introduces discrete time Markov chain and second order stochastic analysis, and includes discussions of renewal theory, time series analysis, queuing theory, Brownian motions, and martingale theorems.
- Sales Rank: #15855193 in Books
- Published on: 2002-06-15
- Original language: English
- Number of items: 1
- Dimensions: 1.10" h x 6.32" w x 9.88" l,
- Binding: Hardcover
- 224 pages
About the Author
A. K. Basu.: Department of Statistics, Calcutta University Calcutta, India
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