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An Introduction to Stochastic Processes and Their Applications

Petar Todorovic
Springer US
85.55 € · Hardcover

Brownian motion Gaussian process Markov chain Markov process Markov property Martingale Normal distribution Ornstein-Uhlenbeck process Poisson process Stochastic proc hitting time law of the iterated logarithm point process stochastic process

This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of st...

An Introduction to Stochastic Processes and Their Applications

Petar Todorovic
Springer US
139.09 € · Paperback

Brownian motion Gaussian process Markov chain Markov process Markov property Martingale Normal distribution Ornstein-Uhlenbeck process Poisson process Stochastic proc hitting time law of the iterated logarithm point process stochastic process

This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of st...

Potential Functions of Random Walks in ℤ with Infinite Variance

Kôhei Uchiyama
Springer International Publishing
64.19 € · eBook

Sums of independent & identically distributed random variables Potential theory of random walk Random walk killed at the origin Green's function on a finite interval or a half line Escape probability Hitting distribution Absorption problem Relatively stable random walk Asymptotically stable random walk Conditioned to avoid a finite set

This book studies the potential functions of one-dimensional recurrent random walks on the lattice of integers with step distribution of infinite variance. The central focus is on obtaining reasonably nice estimates of the potential function. These estimates are then applied to various situations, y...

An Introduction to Stochastic Processes and Their Applications

Petar Todorovic
Springer US
128.39 € · eBook

Brownian motion Gaussian process Markov chain Markov process Markov property Martingale Normal distribution Ornstein-Uhlenbeck process Poisson process Stochastic proc hitting time law of the iterated logarithm point process stochastic process

This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of st...

Potential Functions of Random Walks in ℤ with Infinite Variance

Kôhei Uchiyama
Springer International Publishing
64.19 € · Paperback

Sums of independent & identically distributed random variables Potential theory of random walk Random walk killed at the origin Green's function on a finite interval or a half line Escape probability Hitting distribution Absorption problem Relatively stable random walk Asymptotically stable random walk Conditioned to avoid a finite set

This book studies the potential functions of one-dimensional recurrent random walks on the lattice of integers with step distribution of infinite variance. The central focus is on obtaining reasonably nice estimates of the potential function. These estimates are then applied to various situations, y...

Stability Problems for Stochastic Models

Springer Berlin
36.99 € · eBook

Gaussian distribution diffusion process hitting time renewal theory stochastics

Traditionally the Stability seminar, organized in Moscow but held in different locations, has dealt with a spectrum of topics centering around characterization problems and their stability, limit theorems, probabil- ity metrics and theoretical robustness. This volume likewise focusses on these main ...

Stability Problems for Stochastic Models

Springer Berlin
37.4 € · Paperback

Gaussian distribution diffusion process hitting time renewal theory stochastics

Traditionally the Stability seminar, organized in Moscow but held in different locations, has dealt with a spectrum of topics centering around characterization problems and their stability, limit theorems, probabil- ity metrics and theoretical robustness. This volume likewise focusses on these main ...

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