Résumé
This book introduces the fundamental elements of stochastic processes, covering basic concepts, core knowledge, and essential methods. It is organized into seven chapters, which include: the foundations of probability, concepts of stochastic processes, Poisson processes, discrete-time Markov chains, continuous-time Markov chains, simple Markovian queueing models, and stationary processes. Each chapter features figures, examples, exercises, and either solutions or guidance to support learning. Written from a non–measure-theoretic perspective, the book is accessible and highly readable, making it especially suitable for self-study.The intended audience includes senior undergraduate and junior graduate students, as well as teachers in fields such as engineering, economics, management science, operations research, and applied mathematics. It also serves as a valuable reference for researchers and professionals with an interest in stochastic processes.
Auteur
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JiashanTANG is full professor of mathematics and director of the Stochastics ResearchCenter at Nanjing University of Posts and Telecommunications (NUPT). Hereceived his Ph.D. in mathematics from Beijing Normal University in 1997 andwas a Postdoctoral Fellow in the School of Mathematics and Statistics atCarleton University (2002–2003). His research interests include probability theory,applied stochastic processes, queueing theory, signal and informationprocessing, applied statistics, and data science.
Caractéristiques
Publication : 14 octobre 2025
Support(s) : Livre numérique eBook [PDF]
Protection(s) : Aucune (PDF)
Code(s) CLIL : 3056, 3052
EAN13 Livre numérique eBook [PDF] : 9782759839193
