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Stochastic Processes

  • Book
  • © 1974

Overview

Authors:
  1. Rodney Coleman

    1. Imperial College, University of London, UK

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Part of the book series: Problem Solvers (PRSO, volume 14)

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Table of contents (8 chapters)

  1. Front Matter

    Pages i-v
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  2. What is a Stochastic Process?

    • Rodney Coleman
    Pages 1-5

  3. Results from Probability Theory

    • Rodney Coleman
    Pages 6-18

  4. The Random Walk

    • Rodney Coleman
    Pages 19-34

  5. Markov Chains

    • Rodney Coleman
    Pages 35-61

  6. The Poisson Process

    • Rodney Coleman
    Pages 62-66

  7. Markov Chains with Continuous Time Parameters

    • Rodney Coleman
    Pages 67-76

  8. Non-Markov Processes in Continuous Time with Discrete State Spaces

    • Rodney Coleman
    Pages 77-85

  9. Diffusion Processes

    • Rodney Coleman
    Pages 86-91

  10. Back Matter

    Pages 92-93
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Keywords

Authors and Affiliations

  • Imperial College, University of London, UK

    Rodney Coleman

Bibliographic Information

  • Book Title: Stochastic Processes

  • Authors: Rodney Coleman

  • Series Title: Problem Solvers

  • DOI: https://doi.org/10.1007/978-94-010-9796-3

  • Publisher: Springer Dordrecht

  • eBook Packages: Springer Book Archive

  • Copyright Information: George Allen & Unwin Ltd 1974

  • Softcover ISBN: 978-0-04-519017-1Published: 31 December 1974

  • eBook ISBN: 978-94-010-9796-3Published: 09 March 2013

  • Edition Number: 1

  • Number of Pages: V, 93

  • Number of Illustrations: 1 b/w illustrations

  • Topics: Science, Humanities and Social Sciences, multidisciplinary

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