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  • © 1992

Discrete Stochastics

Birkhäuser

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Table of contents (10 chapters)

  1. Front Matter

    Pages I-X
  2. Introduction

    • Konrad Jacobs
    Pages 1-18
  3. Markovian Dynamics

    • Konrad Jacobs
    Pages 19-43
  4. Discrete Probability Spaces

    • Konrad Jacobs
    Pages 45-63
  5. Statistics

    • Konrad Jacobs
    Pages 103-118
  6. Markov Processes

    • Konrad Jacobs
    Pages 119-154
  7. Elements of Information Theory

    • Konrad Jacobs
    Pages 155-183
  8. Fluctuation Theory

    • Konrad Jacobs
    Pages 185-218
  9. Optimal Strategies in Casinoes: Red and Black

    • Konrad Jacobs
    Pages 219-233
  10. Foundational Problems

    • Konrad Jacobs
    Pages 235-255
  11. Back Matter

    Pages 256-283

About this book

Discrete stochastics is the theory of discrete probability spaces. This undergraduate textbook gives a concise introduction into discrete stochastics in general, and into a variety of typical special topics in this field, such as information theory, fluctuation theory, and semigroups of stochastic matrices. The emphasis lies on probability theory rather than on statistical methodology. Motivations, interpretations, and numerous examples and exercises relate the mathematical theory to stochastic experience.

Authors and Affiliations

  • Mathematisches Institut, Universität Erlangen-Nürnberg, Erlangen, Germany

    Konrad Jacobs

Bibliographic Information

  • Book Title: Discrete Stochastics

  • Authors: Konrad Jacobs

  • DOI: https://doi.org/10.1007/978-3-0348-8645-1

  • Publisher: Birkhäuser Basel

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Basel AG 1992

  • Hardcover ISBN: 978-3-7643-2591-6Published: 01 January 1992

  • Softcover ISBN: 978-3-0348-9713-6Published: 29 October 2012

  • eBook ISBN: 978-3-0348-8645-1Published: 06 December 2012

  • Edition Number: 1

  • Number of Pages: X, 283

  • Topics: Probability Theory and Stochastic Processes

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access