Introduction to Stochastic Processes [Illustrated] 9780486497976

This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-relat

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English Pages 418 Year 2013

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Introduction to Stochastic Processes [Illustrated]
9780486497976

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Erhan Cinlar

Table of contents :
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Contents
Preface
Chapter 1 - Probability Spaces and Random Variables
Chapter 2 - Expectations and Independence
Chapter 3 - Bernoulli Processes and Sums of Independent Random Variables
Chapter 4 - Poisson Processes
Chapter 5 - Markov Chains
Chapter 6 - Limiting Behavior and Applications of Markov Chains
Chapter 7 - Potentials, Excessive Functions, and Optimal Stopping of Markov Chains
Chapter 8 - Markov Processes
Chapter 9 - Renewal Theory
Chapter 10 - Markov Renewal Theory
Afterword
Appendix - Non-Negative Matrices
References
Answers to Selected Exercises
Index of Notations
Subject Index

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