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Stochastic Processes and Their Applications.
・ISBN 978-0-415-27232-2 hard GB£ 124.99
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★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-429-15298-6
| 著者・編者 | Beichelt, Frank / Fatti, L. Paul, |
|---|---|
| 出版社 | (CRC Press, UK) |
| 出版年月 | 2001 |
| ページ数 | 338 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-11111 M25-1233＞ |
解説
This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and exercises, the author presents the subject in a comprehensible, practically oriented way, but he also includes some important proofs and theoretically challenging examples and exercises that will appeal to more mathematically minded readers. Solutions to most of the exercises are included either in an appendix or within the text.