If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
Customer service
All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
Sale & Press
If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com
Help
If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
Customer service
All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
Sale & Press
If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com
This concise, informal introduction to stochastic processes evolving with time was designed to meet the needs of graduate students not only in mathematics and statistics, but in the many fields in which the concepts presented are important, including computer science, economics, business, biological science, psychology, and engineering.With emphasis on fundamental mathematical ideas rather than proofs or detailed applications, the treatment introduces the following topics:Markov chains, with focus on the relationship between the convergence to equilibrium and the size of the eigenvalues of the stochastic matrixInfinite state space, including the ideas of transience, null recurrence and positive recurrenceThe three main types of continual time Markov chains and optimal stopping of Markov chainsMartingales, including conditional expectation, the optional sampling theorem, and the martingale convergence theoremRenewal process and reversible Markov chainsBrownian motion, both multidimensional and onedimensionalIntroduction to Stochastic Processes is ideal for a first course in stochastic processes without measure theory, requiring only a calculusbased undergraduate probability course and a course in linear algebra.
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer,
birth defects, or other reproductive harm.
The content of the book is great, but I had a frustrating wait for delivery. It came almost a week later than expected, which was disappointing. The book itself explains stochastic processes well, but I wish the shipping had been faster.
D
David Robinson
Delivery took way too long
The content of the book is great, but I had a frustrating wait for delivery. It came almost a week later than expected, which was disappointing. The book itself explains stochastic processes well, but I wish the shipping had been faster.
D
David Robinson
Delivery took way too long
The content of the book is great, but I had a frustrating wait for delivery. It came almost a week later than expected, which was disappointing. The book itself explains stochastic processes well, but I wish the shipping had been faster.
A
Anika Patel
A solid read for probability enthusiasts
As someone who's always been fascinated by probability, I enjoyed this book. It’s clearly written and organizes topics well. I especially liked the historical context it provided. I bought it for my own study, but I can see it being useful for teaching, too!
A
Anika Patel
A solid read for probability enthusiasts
As someone who's always been fascinated by probability, I enjoyed this book. It’s clearly written and organizes topics well. I especially liked the historical context it provided. I bought it for my own study, but I can see it being useful for teaching, too!
For MAP (Minimum Advertised Price) violations and Intellectual Property (IP) or Trademark concerns, please contact:
support@ergodebooks.com
⚠️ California Proposition 65 Warning: Some products sold on this website may expose you to chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm. For more information, visit www.P65Warnings.ca.gov.
