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Elements of Applied Stochastic Processes U. Narayan Bhat (Southern Methodist University)

Elements of Applied Stochastic Processes By U. Narayan Bhat (Southern Methodist University)

Elements of Applied Stochastic Processes by U. Narayan Bhat (Southern Methodist University)


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Summary

This third edition of the successful Elements of Applied Stochastic Processes improves on the last edition by condensing the material and organizing it into a more teachable format. With more in-depth coverage of Markov chains and simple Markov process, the authors provide added emphasis to statistical inference in stochastic processes.

Elements of Applied Stochastic Processes Summary

Elements of Applied Stochastic Processes by U. Narayan Bhat (Southern Methodist University)

This 3rd edition of the successful Elements of Applied Stochastic Processes improves on the last edition by condensing the material and organising it into a more teachable format. It provides more in-depth coverage of Markov chains and simple Markov process and gives added emphasis to statistical inference in stochastic processes.
  • Integration of theory and application offers improved teachability
  • Provides a comprehensive introduction to stationary processes and time series analysis
  • Integrates a broad set of applications into the text
  • Utilizes a wealth of examples from research papers and monographs

Elements of Applied Stochastic Processes Reviews

...provides excellent coverage of the basic topics...Bhat and Miller have provided an excellent text and reference book. (Interfaces, July/ August 2004)

...an extended and well-written introduction to the theory...of stochastic processes and their applications... (Zentralblatt Math, Vol. 1024, 2004)

...besides conveying the concepts of stochastic processes, this book succeeds in providing insight into the reasons why for a particular topic certain lines of investigation are pursued and why certain variables/functions are introduced. (Technometrics, Vol. 45, No. 3, August 2003)

About U. Narayan Bhat (Southern Methodist University)

U. NARAYAN BHAT, PhD, is Professor of Statistical Science and Operations Research as well as the Dean of Research and Graduate Studies at Southern Methodist University.

GREGORY K. MILLER, PhD, is Associate Professor of Statistics at Stephen F. Austin State University.

Table of Contents

Preface.

Stochastic Processes: Description and Definition.

Markov chains.

Irreducible Markov Chains with Ergodic States.

Branching Processes and Other Special Topics.

Statistical Inference for Markov Chains.

Applied Markov Chains.

Simple Markov Processes.

Statistical Inference for Simple Markov Processes.

Applied Markov Processes.

Renewal Processes.

Stationary Processes and Time Series Analysis.

Simulation and Markov Chain Monte Carlo.

Answers to Selected Exercises.

Appendix.

Author Index.

Subject Index.

Additional information

NPB9780471414421
9780471414421
0471414425
Elements of Applied Stochastic Processes by U. Narayan Bhat (Southern Methodist University)
New
Hardback
John Wiley & Sons Inc
2002-09-24
488
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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