00000nam a22000005i 4500 UP-1685675941131629236 Buklod 20240220145305.0 m |o d | cr ||||||||||| 231213s2020 nju o b 001 0 eng 2019724984 789811207907 (hardcover) 789811207914 (ebook) 9789811208973 (paperback) 21836959 LC eng rda DLC DSTC eng QA274.A529 519.2/3 23 Rosenthal, Jeffrey S. (Jeffrey Seth) author. A first look at stochastic processes Jeffrey S. Rosenthal. New Jersey World Scientific [2020] online resource txt rdacontent rdamedia cr rdacarrier ncludes bibliographical references and index. Markov chain probabilities -- Markov chain convergence -- Martingales -- Continuous processes. This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory"-- Provided by publisher. Description based on print version record. Stochastic processes Textbooks. Print version A first look at stochastic processes New Jersey : World Scientific, [2020] 9789811207907 (DLC) 2019044552. FO UPD DSTC QA 274 A529 2020 Book