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Fundamentals of the Theory of Structured Dependence between Stochastic Processes
Language: en
Pages: 279
Authors: Tomasz R. Bielecki
Categories: Business & Economics
Type: BOOK - Published: 2020-08-27 - Publisher: Cambridge University Press

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Comprehensive presentation of the technical aspects and applications of the theory of structured dependence between random processes.
Essentials of Stochastic Processes
Language: en
Pages: 282
Authors: Richard Durrett
Categories: Mathematics
Type: BOOK - Published: 2016-11-07 - Publisher: Springer

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Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f
Foundations of Constructive Probability Theory
Language: en
Pages: 627
Authors: Yuen-Kwok Chan
Categories: Mathematics
Type: BOOK - Published: 2021-05-27 - Publisher: Cambridge University Press

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Using Bishop's work on constructive analysis as a framework, this monograph gives a systematic, detailed and general constructive theory of probability theory a
An Introduction to Stochastic Modeling
Language: en
Pages: 410
Authors: Howard M. Taylor
Categories: Mathematics
Type: BOOK - Published: 2014-05-10 - Publisher: Academic Press

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An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich d
Asymptotic Analysis of Random Walks
Language: en
Pages: 437
Authors: A. A. Borovkov
Categories: Mathematics
Type: BOOK - Published: 2020-10-29 - Publisher: Cambridge University Press

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This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic ex