Discrete Stochastic Processes and Applications

• Κύριος συγγραφέας: Collet, Jean-François (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Universitext,
• Θέματα: Probabilities.; Probability Theory and Stochastic Processes.

This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an in...

Πίνακας περιεχομένων:

• Preface
• I. Markov processes
• 1. Discrete time, countable space
• 2. Linear algebra and search engines
• 3. The Poisson process
• 4. Continuous time, discrete space
• 5. Examples
• II. Entropy and applications
• 6. Prelude: a user's guide to convexity
• 7. The basic quantities of information theory
• 8. An example of application: binary coding
• A. Some useful facts from calculus
• B. Some useful facts from probability
• C. Some useful facts from linear algebra
• D. An arithmetical lemma
• E. Table of exponential families
• References
• Index.