Item type | Current location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Books | 519.23 CHE (Browse shelf) | Available | 033842 |
Includes bibliographical references and index.
The book is so concise to cover the most important parts in stochastic processes: Markov chains and stochastic analysis. Some modern and new materials are included, such as the estimation of the first non-trivial eigenvalue and the Brunn-Minkowski inequality. The book provides abundant exercises for students, regarded as supplements to the main body of the book as well.
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