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Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics Series) - Softcover

Buch 35 von 90: Springer Undergraduate Mathematics

Brzezniak, Zdzislaw; Zastawniak, Tomasz

 
9783540761754: Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics Series)
Softcover
ISBN 10: 3540761756 ISBN 13: 9783540761754
Verlag: Springer, 2000

Inhaltsangabe

This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in probability and stochastic processes, who wish to study on their own. The main prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers. The only other prerequisite is calculus. This covers limits, series, the notion of continuity, differentiation and the Riemann integral. Familiarity with the Lebesgue integral would be a bonus. A certain level of fundamental mathematical experience, such as elementary set theory, is assumed implicitly. Throughout the book the exposition is interlaced with numerous exercises, which form an integral part of the course. Complete solutions are provided at the end of each chapter. Also, each exercise is accompanied by a hint to guide the reader in an informal manner. This feature willbe particularly useful for self-study and may be of help in tutorials. It also presents a challenge for the lecturer to involve the students as active participants in the course.

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Über die Autorin bzw. den Autor

Stochastic processes is a tool widely used by statisticians and
researchers working, for example, in the mathematics of finance. This is
an introductory text that has a strong emphasis on exercises, complete
with informal hints and fully-worked solutions.

Von der hinteren Coverseite

This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in probability and stochastic processes, who wish to study on their own. The main prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers. The only other prerequisite is calculus. This covers limits, series, the notion of continuity, differentiation and the Riemann integral. Familiarity with the Lebesgue integral would be a bonus. A certain level of fundamental mathematical experience, such as elementary set theory, is assumed implicitly. Throughout the book the exposition is interlaced with numerous exercises, which form an integral part of the course. Complete solutions are provided at the end of each chapter. Also, each exercise is accompanied by a hint to guide the reader in an informal manner. This feature willbe particularly useful for self-study and may be of help in tutorials. It also presents a challenge for the lecturer to involve the students as active participants in the course.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2000
Sprache
Englisch
ISBN 10 
3540761756
ISBN 13 
9783540761754
Einband
Taschenbuch
Anzahl der Seiten
225
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