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The Theory of Stochastic Processes D.R. Cox (Nuffield College, Oxford University, UK)

The Theory of Stochastic Processes By D.R. Cox (Nuffield College, Oxford University, UK)

The Theory of Stochastic Processes by D.R. Cox (Nuffield College, Oxford University, UK)


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The Theory of Stochastic Processes Summary

The Theory of Stochastic Processes by D.R. Cox (Nuffield College, Oxford University, UK)

This book provides an introductory account of the mathematical analysis of stochastic processes. It is helpful for statisticians and applied mathematicians interested in methods for solving particular problems, rather than for pure mathematicians interested in general theorems.

The Theory of Stochastic Processes Reviews

"This is an important book which will also, I believe, be very successful..it is a carefully written and illuminating account of stochastic processes, writtenat a level which will make it useful to a large class of readers, certain as a consequence to be widely read, and thus a work of considerable importance."
-The Australian Journal of Statistics

"Here is a clear and readable exposition of everything in stochastic process theory that the non-specialist is likely to want to know."
-Control

"This book continues an authoritative line of published work in this field which concerns so much current work..The material is presented in a style which, together with the production and price, commands only one conclusion - buy it and use it."
-ASLIB Book List

Table of Contents

1. Introduction 2. The Random Walk 3. Markov Chains 4. Markov Processes with Discrete States in Continuous Time 5. Markov Processes in Continuous Time with Continuous State Space 6. Non-Markovian Processes 7. Stationary Processes: Time Domain 8. Stationary Processes: Frequency Domain 9. Point Processes

Additional information

NPB9780412151705
9780412151705
0412151707
The Theory of Stochastic Processes by D.R. Cox (Nuffield College, Oxford University, UK)
New
Paperback
Taylor & Francis Ltd
1977-02-01
408
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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