Basics of Applied Stochastic Processes

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an i...

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Bibliographic Details
Main Author: Serfozo, Richard. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Series:Probability and Its Applications,
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-540-89332-5