Stochastic Processes: Theory and Methods

Stochastic Processes: Theory and Methods
ISBN-10
0444500146
ISBN-13
9780444500144
Series
Stochastic Processes
Category
Mathematics
Pages
990
Language
English
Published
2001
Publisher
Gulf Professional Publishing
Authors
Calyampudi Radhakrishna Rao, D N Shanbhag

Description

This volume in the series contains chapters on areas such as pareto processes, branching processes, inference in stochastic processes, Poisson approximation, Levy processes, and iterated random maps and some classes of Markov processes. Other chapters cover random walk and fluctuation theory, a semigroup representation and asymptomatic behavior of certain statistics of the Fisher-Wright-Moran coalescent, continuous-time ARMA processes, record sequence and their applications, stochastic networks with product form equilibrium, and stochastic processes in insurance and finance. Other subjects include renewal theory, stochastic processes in reliability, supports of stochastic processes of multiplicity one, Markov chains, diffusion processes, and Ito's stochastic calculus and its applications. c. Book News Inc.

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