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Table of contents (7 chapters)
Keywords
About this book
Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. In a lively and imaginative presentation, studded with examples, exercises, and applications, and supported by inclusion of computational procedures, the author has created a textbook that provides easy access to this fundamental topic for many students of applied sciences at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is accessible to beginners but flexible enough to serve as well those who come to the course with strong backgrounds. The prerequisite background for reading the book is a graduate level pre-measure theoretic probability course. No knowledge of measure theory is presumed and advanced notions of conditioning are scrupulously avoided until the later chapters of the book.
The tools of applied probability---discrete spaces, Markov chains, renewal theory, point processes, branching processes, random walks, Brownian motion---are presented to the reader in illuminating discussion. Applications include such topics as queuing, storage, risk analysis, genetics, inventory, choice, economics, sociology, and other. Because of the conviction that analysts who build models should know how to build them for each class of process studied, the author has included such constructions.
Reviews
"Definitely the best textbook for a second course in probability now available. Written with excruciating lucidity, and with an excellent choice of exercises." —Gian-Carlo Rota, The Bulletin of Mathematics Books
"In summary, Resnick has succeeded [in writing] a very fine textbook which will become popular among students as well as among professors preparing an introductory course on stochastic processes." —Internationale Mathematische Nachrichten
"A splendid book to bring home the value and importance of stochastic processes. Highly recommended." —Choice
"There are so many good introductory texts on [stochastic processes] that one can hardly hope to write a better or more attractive one. This book, however, convinced the reviewer that it very likely that the Adventures will beocme a widely used, popular first year graduate text on stochastic processes. The book is flexible, the motivations of deep theories are clear, the examples and exercises are interesting." ---Zentralblatt MATH
Authors and Affiliations
Bibliographic Information
Book Title: Adventures in Stochastic Processes
Authors: Sidney I. Resnick
DOI: https://doi.org/10.1007/978-1-4612-0387-2
Publisher: Birkhäuser Boston, MA
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 2002
Hardcover ISBN: 978-0-8176-3591-6Published: 03 September 1992
Softcover ISBN: 978-1-4612-6738-6Published: 11 December 2013
eBook ISBN: 978-1-4612-0387-2Published: 11 December 2013
Edition Number: 1
Number of Pages: XII, 626
Topics: Probability Theory and Stochastic Processes, Operations Research, Management Science