An edition of Models of Random Processes (1996)

Models of random processes

Handbook for Mathematicians and Engineers

First edition
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Last edited by Kaustubh Chakraborty
November 30, 2022 | History
An edition of Models of Random Processes (1996)

Models of random processes

Handbook for Mathematicians and Engineers

First edition
  • 1 Currently reading

Devising and investigating random processes that describe mathematical models of phenomena is a major aspect of probability theory applications. Stochastic methods have penetrated into an unimaginably wide scope of problems encountered by researchers who need stochastic methods to solve problems and further their studies. This handbook supplies the knowledge you need on the modern theory of random processes.
Packed with methods, Models of Random Processes: A Handbook for Mathematicians and Engineers presents definitions and properties on such widespread processes as Poisson, Markov, semi-Markov, Gaussian, and branching processes, and on special processes such as cluster, self-exiting, double stochastic Poisson, Gauss-Poisson, and extremal processes occurring in a variety of different practical problems.

Publish Date
Publisher
CRC Press
Language
English
Pages
450

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Previews available in: English

Edition Availability
Cover of: Models of random processes
Models of random processes: Handbook for Mathematicians and Engineers
8 July, 1996, CRC Press
Hardcover in English - First edition

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Book Details


First Sentence

"The theory of random processes is the richest in results and eventual applications of a scientific discipline stemming from the probability theory."

Table of Contents

- Preface
- Preface to the Russian Edition
- Introduction
- Definition and General Properties of Random Processes
- Classification of Random Processes
- Discrete-Time Markov Chains
- Main Classes of Constructively Defined Random Processes
- Random Processes with Independent Increments
- Processes Associated with a Poisson Process
- Random Flows of Events
- Classes of Constructively Defined Random Processes
- Some Special Classes of Processes
- Stability of Random Processes
- Random Processes of the Statistical Radio Engineering
- Renewal Theory
- Branching Processes
- Ergodic Theory and Stationary Processes
- Markov Processes
- Statistics for Some Classes of Random Processes
- Simulation of Random Processes
- Index

Edition Notes

Includes bibliographical references (at the end of each chapters)and index.

Published in
Boca Raton, Florida
Other Titles
Random processes
Copyright Date
©1996

Classifications

Dewey Decimal Class
519.2
Library of Congress
QA274 .K6813 1996, QA274.K6813 1996

The Physical Object

Format
Hardcover
Pagination
iv, 446 pages ; 24 cm
Number of pages
450
Weight
2 pounds

ID Numbers

Open Library
OL976877M
Internet Archive
modelsofrandompr0000kova
ISBN 10
0849328705
ISBN 13
9780849328701
LCCN
96014022
OCLC/WorldCat
34473756
Goodreads
3438810

Work Description

The handbook is based on an axiomatic definition of probability space, with strict definitions and constructions of random processes. Emphasis is placed on the constructive definition of each class of random processes, so that a process is explicitly defined by a sequence of independent random variables and can easily be implemented into the modelling.

Models of Random Processes: A Handbook for Mathematicians and Engineers will be useful to researchers, engineers, postgraduate students and teachers in the fields of mathematics, physics, engineering, operations research, system analysis, econometrics, and many others.

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History

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November 30, 2022 Edited by Kaustubh Chakraborty Updated the informations and the name of the authors of the book.
April 28, 2010 Edited by Open Library Bot Linked existing covers to the work.
February 5, 2010 Edited by WorkBot add more information to works
December 10, 2009 Created by WorkBot add works page