Discrete stochastic processes and applications / Jean-François Collet.

Format:

Book

Author/Creator:

Collet, Jean-François.

Series:

Universitext 0172-5939

Universitext, 0172-5939

Language:

English

Subjects (All):

Stochastic processes.

Physical Description:

xvii, 220 pages : illustrations ; 24 cm.

Place of Publication:

Cham : Springer, [2018]

Contents:

Preface

I. Markov processes

1. Discrete time, countable space

2. Linear algebra and search engines

3. The Poisson process

4. Continuous time, discrete space

5. Examples

II. Entropy and applications

6. Prelude: a user's guide to convexity

7. The basic quantities of information theory

8. An example of application: binary coding

A. Some useful facts from calculus

B. Some useful facts from probability

C. Some useful facts from linear algebra

D. An arithmetical lemma

E. Table of exponential families

References

Index.

Notes:

Includes bibliographical references (pages 213-215) and index.

ISBN:

3319740172

9783319740171

OCLC:

1015809668