Introduction to stochastic processes using r
Auteur :
Madhira, Sivaprasad / Deshmukh, Shailaja
Éditeur :
Springer Verlag, Singapore
ISBN :
9789819956036
Date de publication :
4 nov. 2024
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
The book studies in detail the Poisson process, which is the most frequently applied stochastic process in a variety of fields, with its extension to a renewal process.The book also presents important basic concepts on Brownian motion process, a stochastic process of historic importance.