skip to content
Stochastic processes : an introduction Preview this item
ClosePreview this item
Checking...

Stochastic processes : an introduction

Author: P W Jones; Peter Smith
Publisher: London : Arnold ; New York : Co-published in the USA by Oxford University Press, 2001.
Series: Arnold texts in statistics.
Edition/Format:   Print book : EnglishView all editions and formats
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: 0 Gesamtdarstellung
Lehrbuch
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: P W Jones; Peter Smith
ISBN: 0340806540 9780340806548
OCLC Number: 47150487
Description: xii, 259 pages : illustrations ; 24 cm.
Contents: 1.2 Probability 1 --
1.3 Conditional probability and independence 5 --
1.4 Discrete random variables 8 --
1.5 Continuous random variables 10 --
1.6 Mean and variance 11 --
1.7 Some standard discrete probability distributions 13 --
1.8 Some standard continuous probability distributions 16 --
1.9 Generating functions 18 --
1.10 Conditional expectation 23 --
2 Some gambling problems 31 --
2.1 Gambler's ruin 31 --
2.2 Probability of ruin 31 --
2.3 Some numerical simulations 36 --
2.4 Expected duration of the game 36 --
2.5 Some variations of gambler's ruin 41 --
3 Random walks 51 --
3.2 Unrestricted random walks 52 --
3.3 Probability distribution after n steps 54 --
3.4 First returns of the symmetric random walk 57 --
3.5 Other random walks 58 --
4 Markov chains 69 --
4.1 States and transitions 69 --
4.2 Transition probabilities 70 --
4.3 General two-state Markov chains 74 --
4.4 Powers of the transition matrix for the m-state chain 77 --
4.5 Gambler's ruin as a Markov chain 86 --
4.6 Classification of states 88 --
4.7 Classification of chains 96 --
5 Poisson processes 109 --
5.2 Poisson process 109 --
5.3 Partition theorem approach 112 --
5.4 Interative method 113 --
5.5 Generating function 115 --
5.6 Variance for the Poisson process 117 --
5.7 Arrival times 118 --
5.8 Summary of the Poisson process 120 --
6 Birth and death processes 125 --
6.2 Birth process 125 --
6.3 Birth process: generating function equation 128 --
6.4 Death process 131 --
6.5 Combined birth and death process 133 --
6.6 General population processes 137 --
7 Queues 153 --
7.2 Single-server queue 154 --
7.3 Stationary process 156 --
7.4 Queues with multiple servers 163 --
7.5 Queues with fixed service times 169 --
7.6 Classification of queues 171 --
7.7 A general approach to the M([lambda])/G/1 queue 172 --
8 Reliability and renewal 183 --
8.2 Reliability function 183 --
8.3 Exponential distribution and reliability 186 --
8.4 Mean time to failure 186 --
8.5 Reliability of series and parallel systems 187 --
8.6 Renewal processes 190 --
8.7 Expected number of renewals 192 --
9 Branching and other random processes 199 --
9.2 Generational growth 199 --
9.3 Mean and variance 202 --
9.4 Probability of extinction 205 --
9.5 Branching processes and martingales 207 --
9.6 Stopping rules 211 --
9.7 Simple epidemic 213 --
9.8 An iterative solution scheme for the simple epidemic 215 --
10 Computer simulations and projects 227 --
Power series 240 --
Integrals 240 --
Matrix algebra 241 --
Probability distributions 242.
Series Title: Arnold texts in statistics.
Responsibility: P.W. Jones and P. Smith.
More information:

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/47150487> # Stochastic processes : an introduction
    a schema:CreativeWork, schema:Book ;
   library:oclcnum "47150487" ;
   library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
   library:placeOfPublication <http://dbpedia.org/resource/London> ; # London
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/837011784#Topic/stochastische_processen> ; # Stochastische processen
   schema:about <http://dewey.info/class/519.23/e21/> ;
   schema:about <http://id.worldcat.org/fast/1133519> ; # Stochastic processes
   schema:about <http://experiment.worldcat.org/entity/work/data/837011784#Topic/stochastischer_prozess> ; # Stochastischer Prozess
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/50938704> ; # Peter Smith
   schema:creator <http://viaf.org/viaf/19337670> ; # Peter Watts Jones
   schema:datePublished "2001" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/837011784> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/837011784#Series/arnold_texts_in_statistics> ; # Arnold texts in statistics.
   schema:name "Stochastic processes : an introduction"@en ;
   schema:productID "47150487" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/47150487#PublicationEvent/london_arnold_new_york_co_published_in_the_usa_by_oxford_university_press_2001> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/837011784#Agent/arnold> ; # Arnold
   schema:publisher <http://experiment.worldcat.org/entity/work/data/837011784#Agent/co_published_in_the_usa_by_oxford_university_press> ; # Co-published in the USA by Oxford University Press
   schema:url <http://catdir.loc.gov/catdir/enhancements/fy0611/2001279124-t.html> ;
   schema:workExample <http://worldcat.org/isbn/9780340806548> ;
   umbel:isLike <http://bnb.data.bl.uk/id/resource/GBA1X2811> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/47150487> ;
    .


Related Entities

<http://dbpedia.org/resource/London> # London
    a schema:Place ;
   schema:name "London" ;
    .

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
   schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/837011784#Agent/co_published_in_the_usa_by_oxford_university_press> # Co-published in the USA by Oxford University Press
    a bgn:Agent ;
   schema:name "Co-published in the USA by Oxford University Press" ;
    .

<http://experiment.worldcat.org/entity/work/data/837011784#Series/arnold_texts_in_statistics> # Arnold texts in statistics.
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/47150487> ; # Stochastic processes : an introduction
   schema:name "Arnold texts in statistics." ;
   schema:name "Arnold texts in statistics" ;
    .

<http://experiment.worldcat.org/entity/work/data/837011784#Topic/stochastische_processen> # Stochastische processen
    a schema:Intangible ;
   schema:name "Stochastische processen"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/837011784#Topic/stochastischer_prozess> # Stochastischer Prozess
    a schema:Intangible ;
   schema:name "Stochastischer Prozess"@en ;
    .

<http://id.worldcat.org/fast/1133519> # Stochastic processes
    a schema:Intangible ;
   schema:name "Stochastic processes"@en ;
    .

<http://viaf.org/viaf/19337670> # Peter Watts Jones
    a schema:Person ;
   schema:birthDate "1945" ;
   schema:familyName "Jones" ;
   schema:givenName "Peter Watts" ;
   schema:givenName "P. W." ;
   schema:name "Peter Watts Jones" ;
    .

<http://viaf.org/viaf/50938704> # Peter Smith
    a schema:Person ;
   schema:birthDate "1935" ;
   schema:familyName "Smith" ;
   schema:givenName "Peter" ;
   schema:name "Peter Smith" ;
    .

<http://worldcat.org/isbn/9780340806548>
    a schema:ProductModel ;
   schema:isbn "0340806540" ;
   schema:isbn "9780340806548" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.