Essentials of Stochastic Processes
From MaRDI portal
Publication:5891497
DOI10.1007/978-1-4614-3615-7zbMath1244.60001OpenAlexW1494502909MaRDI QIDQ5891497
Publication date: 12 April 2012
Published in: Springer Texts in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4614-3615-7
Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Foundations of stochastic processes (60G05)
Related Items
Rigorous proof of the Boltzmann-Gibbs distribution of money on connected graphs ⋮ Multifocality and recurrence risk: a quantitative model of field cancerization ⋮ Convergence of a transition probability tensor of a higher-order Markov chain to the stationary probability vector ⋮ Probabilistic Model Checking for Continuous-Time Markov Chains via Sequential Bayesian Inference ⋮ Reduction for Stochastic Biochemical Reaction Networks with Multiscale Conservations ⋮ Local approximation of Markov chains in time and space ⋮ Singularly continuous spectrum of a self-similar Laplacian on the half-line ⋮ Mean-Field Limits Beyond Ordinary Differential Equations ⋮ Performance evaluation of cognitive radio networks with imperfect spectrum sensing and bursty primary user traffic ⋮ System design of stochastic models using robustness of temporal properties ⋮ Smoothed model checking for uncertain continuous-time Markov chains