000			02406nam a22003257a 4500
003			OSt
005			20250220173557.0
008			250220b |||||||| |||| 00| 0 hin d
020			_a9783030401825
040			_aNISER LIBRARY _beng _cNISER LIBRARY
082			_a519.21 _bBRE-P
100			_aBrémaud, Pierre
245			_aProbability theory and stochastic processes
260			_aCham, Switzerland : _bSpringer, _c2020.
300			_axvii, 713 p. : _b43 b/w illustrations
490			_aUniversitext
504			_aIncludes bibliographical references and index.
520			_aThe ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.
650		0	_aProbability theory and stochastic processes
650		0	_aStatistical theory and methods
650		0	_aMarkov processes
650		0	_aPoisson processes
650		0	_aBrownian motion
650		0	_aMartingales
650		0	_aMarkov chains
650		0	_aProbability
856			_3Table of content _uhttps://link.springer.com/content/pdf/bfm:978-3-030-40183-2/1
856			_3Reviews _uhttps://www.goodreads.com/book/show/72415525-probability-theory-and-stochastic-processes?ref=nav_sb_ss_1_13#CommunityReviews
942			_2udc _cBK
999			_c35727 _d35727