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Pierre Del Moral, Spiridon Penev - Stochastic Processes, Inbunden

Inbunden, Engelska, 2016

Stochastic Processes

From Applications to Theory

Av Pierre Del Moral, Spiridon Penev

Del i serien Chapman & Hall/CRC Texts in Statistical Science

2125 kr

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Beskrivning
Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.
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Pierre Del Moral and Spiridon Penev are professors in the School of Mathematics and Statistics at the University of New South Wales.

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"The title itself suggests that the reader should expect something different, applications to theory and not theory to applications. The title is correct, and that is the main theme of the book. Start with some general applications, and then build the theory around them. The range of applications and the depth of the discussions are impressive." (Igor Cialenco, Illinois Institute of Technology)"This is a great reference… It lays out a lot of calculations in simple and direct ways. If you go through this book as a first-year grad student, you will understand lots of material and be prepared for many things." (Richard Sowers, University of Illinois at Urbana-Champaign)"(This book makes) theoretical tools developed in the stochastic analysis/probability community available to a significant community of applied mathematicians. As such, it should be highly successful, as it is well written and clear." (John Fricks, The Pennsylvania State University)

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