Introduction to probability and stochastic processes with applications / Liliana Blanco Castaneda, Viswanathan Arunachalam, Delvamuthu Dharmaraja.

Format:

Book

Author/Creator:

Blanco Castañeda, Liliana, author.

Arunachalam, Viswanathan, 1969- author.

Dharmaraja, Selvamuthu, 1972- author.

Language:

English

Subjects (All):

Probabilities--Textbooks.

Probabilities.

Stochastic processes--Textbooks.

Stochastic processes.

Physical Description:

1 online resource (616 pages)

Edition:

First edition.

Place of Publication:

Hoboken, N.J. : John Wiley & sons, 2012.

Summary:

"This text book is designed for a one-year course in probability and stochastic processes with applications, especially for students who wish to specialize in probabilistic modeling. This book bridges the gap between elementary texts and advanced texts in probability and is easily accessible for students with diverse backgrounds and majoring in engineering, applied sciences, business and finance, statistics, mathematics, and operations research. The text contains many examples and exercises which have been tested in classrooms and are chosen from diverse areas such as queuing models, reliability and finance. Chapter coverage includes: basic concepts; random variables and their distributions; discrete distributions; continuous distributions; random vectors; multivariate normal distributions; conditional expectation; limit theorems; stochastic processes; queuing models; stochastic calculus; and mathematical finance"-- Provided by publisher.

Contents:

CHAPTER 1. Basic Concepts

CHAPTER 2. Random variables and their distributions

CHAPTER 3. Some discrete distributions

CHAPTER 4. Some continuous distributions

CHAPTER 5. Random vectors

CHAPTER 6. Conditional Expectations

CHAPTER 7. Multivariate normal distributions

CHAPTER 8. Limit theorems

CHAPTER 9. Introduction to stochastic processes

CHAPTER 10. Introduction to queueing models

CHAPTER 11. Stochastic calculus

CHAPTER 12. Introduction to mathematical finance.

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on print version record and CIP data provided by publisher.

ISBN:

9786613807144

9781282134560

1282134566

9781118344965

1118344960

9781118344941

1118344944

9781118344972

1118344979

OCLC:

804863083