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Stochastic processes [electronic resource] : basic theory and its applications / Narahari U. Prabhu.

By: Material type: Computer fileComputer filePublication details: Singapore : World Scientific Publishing Co. Pte Ltd., ©2007.Description: 1 online resource (356 p.)ISBN:
  • 9789812779182
Subject(s): DDC classification:
  • 519.2/3 23
Online resources: Summary: "Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level."-- Publisher's website.
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Holdings
Item type Home library Call number Status Date due Barcode Item holds
e-Book e-Book S. R. Ranganathan Learning Hub Online 519.2/3 (Browse shelf(Opens below)) Available EB0789
Total holds: 0

Includes index.

"Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level."-- Publisher's website.

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