Stochastic Processes

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Author(s): J. Medhi
Edition: Third
Publisher: New Age Science; 3rd Revised edition edition
Year: 2012

Language: English
Pages: 518

Stochastic_Processes_----_(Cover)......Page 1
Stochastic_Processes_----_(Preface_to_the_International_Edition_)......Page 6
Stochastic_Processes_----_(Contents_)......Page 8
Stochastic_Processes_----_(Chapter_1_Random_Variables_and_Stochastic_Processes_)......Page 16
Stochastic_Processes_----_(Chapter_2_Markov_Chains_)......Page 77
Stochastic_Processes_----_(Chapter_3_Markov_Processes_with_Discrete_State_Space_Poisson_Process_a...)......Page 153
Stochastic_Processes_----_(Chapter_4_Markov_Processes_with_Continuous_State_Space_)......Page 212
Stochastic_Processes_----_(Chapter_5_Martingales_)......Page 230
Stochastic_Processes_----_(Chapter_6_Renewal_Processes_and_Theory_)......Page 250
Stochastic_Processes_----_(Chapter_7_Markov_Renewal_and_Semi-Markov_Processes_)......Page 314
Stochastic_Processes_----_(Chapter_8_Stationary_Processes_and_Time_Series_)......Page 337
Stochastic_Processes_----_(Chapter_9_Branching_Processes_)......Page 362
Stochastic_Processes_----_(Chapter_10_Applications_in_Stochastic_Models_)......Page 403
Stochastic_Processes_----_(Chapter_11_Simulation_)......Page 439
Stochastic_Processes_----_(Appendices_)......Page 462
Stochastic_Processes_----_(Author_Index_)......Page 508
Stochastic_Processes_----_(Subject_Index_)......Page 514