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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series) by Gregory F. Lawler is a mathematics available to read on EtoBox.

What is Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series) about?

This concise, informal introduction to stochastic processes evolving with time was designed to meet the needs of graduate students not only in mathematics and statistics, but in the many fields in which the concepts presented are important, including computer science, economics, business, biological science, psychology, and engineering. With emphasis on fundamental mathematical ideas rather than proofs or detailed applications, the treatment introduces the following topics:·Markov chains, with focus on the relationship between the convergence to equilibrium and the size of the eigenvalues of the stochastic matrix·Infinite state space, including the ideas of transience, null recurrence and positive recurrence·The three main types of continual time Markov chains and optimal stopping of Markov chains·Martingales, including conditional expectation, the optional sampling theorem, and the martingale convergence theorem·Renewal process and reversible Markov chains·Brownian motion, both multidimensional and one-dimensionalIntroduction to Stochastic Processes is ideal for a first course in stochastic processes without measure theory, requiring only a calculus-based undergraduate probabilit

Who reads Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)?

Author

Gregory F. Lawler

Publisher

Chapman and Hall/CRC

Published

1995

Language

EN

ISBN

9780412995118

Category

mathematics

Subjects

Mathematics, Stem

Rating

5 / 5 (2 ratings)

Updated

2026-03-14