Description
Concise advanced-level introduction to stochastic processes that frequently arise in applied probability. Largely self-contained text covers Poisson process, renewal theory, Markov chains, inventory theory, Brownian motion and continuous time optimization models, much more. Problems and references at chapter ends. Excellent introduction. "Journal of the American Statistical Association." Bibliography. 1970 edition."
Book Details
Format
Paperback
Language
English
Published
May 21, 2014
Publisher
Dover Publications
Editions
4 editions
ISBN-10
1306324696
ISBN-13
9781306324694