Universitext

Discrete Stochastic Processes and Applications

Authors: Collet, Jean-François

  • Provides applications to Markov processes, coding/information theory, population dynamics, and search engine design
  • Ideal for a newly designed introductory course to probability and information theory
  • Presents an engaging treatment of entropy
  • Reader develops solid probabilistic intuition without the need for a course in measure theory
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Buy this book

eBook 47,59 €
price for Spain (gross)
  • ISBN 978-3-319-74018-8
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 59,27 €
price for Spain (gross)
  • ISBN 978-3-319-74017-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this Textbook

This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.

About the authors

Jean-François Collet received his PhD from the University of Bloomington in 1992 and has been Maître de Conférences at the Laboratoire J.A. Dieudonné, Université de Nice Sophia-Antipolis since 1993. Professor Collet’s research interests include Partial Differential Equations and Information theory.

Table of contents (8 chapters)

  • Discrete time, countable space

    Collet, Jean-François

    Pages 3-32

    Preview Buy Chapter 30,19 €
  • Linear algebra and search engines

    Collet, Jean-François

    Pages 33-55

    Preview Buy Chapter 30,19 €
  • The Poisson process

    Collet, Jean-François

    Pages 57-73

    Preview Buy Chapter 30,19 €
  • Continuous time, discrete space

    Collet, Jean-François

    Pages 75-101

    Preview Buy Chapter 30,19 €
  • Examples

    Collet, Jean-François

    Pages 103-117

    Preview Buy Chapter 30,19 €

Buy this book

eBook 47,59 €
price for Spain (gross)
  • ISBN 978-3-319-74018-8
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 59,27 €
price for Spain (gross)
  • ISBN 978-3-319-74017-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Discrete Stochastic Processes and Applications
Authors
Series Title
Universitext
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG, part of Springer Nature
eBook ISBN
978-3-319-74018-8
DOI
10.1007/978-3-319-74018-8
Softcover ISBN
978-3-319-74017-1
Series ISSN
0172-5939
Edition Number
1
Number of Pages
XVII, 220
Number of Illustrations and Tables
3 b/w illustrations
Topics