000 a
999 _c32385
_d32385
008 230830b xxu||||| |||| 00| 0 eng d
020 _a9783030979652
082 _a519.2
_bGIR
100 _aGirardin, Valerie
245 _aApplied probability : from random sequences to stochastic processes
260 _bSpringer,
_c2022
_aCham :
300 _axv, 253 p. ;
_bill.,
_c23 cm
365 _b54.99
_cEUR
_d94.90
504 _aIncludes bibliographical references and index. Translate from the French.
520 _aThis textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.
650 _aStochastic Processes
650 _aCharacteristic function
650 _aConditional distribution
650 _aDistribution function
650 _aMarkov chain
650 _aRenewal process
650 _aStationary distribution
650 _aTransition function
650 _aANOVA
700 _aLimnios, Nikolaos
942 _2ddc
_cBK