소장자료
LDR | 01670cam a2200000 a | ||
001 | 0100455052▲ | ||
005 | 20200324162614▲ | ||
007 | ta ▲ | ||
008 | 191203s2020 nju b 001 0 eng c▲ | ||
020 | ▼a9789811207907 (hbk.)▲ | ||
020 | ▼a9789811208973 (pbk.)▲ | ||
020 | ▼z9789811207914 (ebk.)▲ | ||
035 | ▼a(KERIS)REF000019185129▲ | ||
040 | ▼aLBSOR/DLC▼beng▼cDLC▼d221016▲ | ||
082 | 0 | 4 | ▼a519.2/3▼223▲ |
090 | ▼a519.23▼bR815f▲ | ||
100 | 1 | ▼aRosenthal, Jeffrey S.▼q(Jeffrey Seth)▲ | |
245 | 1 | 2 | ▼aA first look at stochastic processes /▼cJeffrey S. Rosenthal.▲ |
260 | ▼aNew Jersey :▼bWorld Scientific,▼c[2020]▲ | ||
300 | ▼ax, 202 p. ;▼c24 cm.▲ | ||
504 | ▼aIncludes bibliographical references and index.▲ | ||
505 | 0 | ▼aMarkov chain probabilities -- Markov chain convergence -- Martingales -- Continuous processes.▲ | |
520 | ▼a"This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory"--▼cProvided by publisher.▲ | ||
650 | 0 | ▼aStochastic processes▼vTextbooks.▲ |
A first look at stochastic processes
자료유형
국외단행본
서명/책임사항
A first look at stochastic processes / Jeffrey S. Rosenthal.
개인저자
Rosenthal, Jeffrey S. (Jeffrey Seth)
발행사항
New Jersey : World Scientific , [2020]
형태사항
x, 202 p. ; 24 cm.
서지주기
Includes bibliographical references and index.
내용주기
Markov chain probabilities -- Markov chain convergence -- Martingales -- Continuous processes.
요약주기
"This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory"-- Provided by publisher.
ISBN
9789811207907 (hbk.) 9789811208973 (pbk.)
청구기호
519.23 R815f
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