A Computational Approach
Edición de la obra Elements of Stochastic Processes
| Autor | C. Douglas Howard |
|---|---|
| Editorial | FE Press, LLC |
| Fecha de publicación | October 24, 2017 |
| Lugar | New York, USA |
| Idioma | inglés |
| Páginas | 250 |
| Formato | Paperback |
| ISBN-13 | 9780979757679 |
| ISBN-10 | 0979757673 |
| OCLC | 1123224198 |
| Número de Cutter | H848e |
A guiding principle was to be as rigorous as possible without the use of measure theory. Some of the topics contained herein are: · Fundamental limit theorems such as the weak and strong laws of large numbers, the central limit theorem, as well as the monotone, dominated, and bounded convergence theorems · Markov chains with finitely many states · Random walks on Z, Z2 and Z3 · Arrival processes and Poisson point processes · Brownian motion, including basic properties of Brownian paths such as continuity but lack of differentiability · An introductory look at stochastic calculus including a version of Ito’s formula with applications to finance, and a development of the Ornstein-Uhlenbeck process with an application to economics