An Introduction to Applied Probability, 1st ed. 2024 Texts in Applied Mathematics Series, Vol. 77
Auteur : Brémaud Pierre
- Markov chains, which are omnipresent and versatile models in applied probability
- Poisson processes (on the line and in space), occurring in a range of applications from ecology to queuing and mobile communications networks
- Brownian motion, which models fluctuations in the stock market and the "white noise" of physics
- Wide-sense stationary processes, of special importance in signal analysis and design, as well as in the earth sciences.
Date de parution : 05-2024
Ouvrage de 494 p.
15.5x23.5 cm
Thème d’An Introduction to Applied Probability :
Mots-clés :
Probability textbook; Markov chains; Discrete random variables; Random vectors; Convergence of random variables; Conditional expectation; Continuous-time stochastic processes; Brownian motion; Wiener process; Stochastic integral; Markov fields; Simulation algorithm; Poisson processes; Wide-sense stationary processes; Martingales