Elements of Applied Stochastic Processes by U. Narayan BhatElements of Applied Stochastic Processes by U. Narayan Bhat

Elements of Applied Stochastic Processes

byU. Narayan Bhat, Gregory K. Miller

Hardcover | September 6, 2002

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This 3rd edition of the successful Elements of Applied Stochastic Processes improves on the last edition by condensing the material and organising it into a more teachable format. It provides more in-depth coverage of Markov chains and simple Markov process and gives added emphasis to statistical inference in stochastic processes.
  • Integration of theory and application offers improved teachability
  • Provides a comprehensive introduction to stationary processes and time series analysis
  • Integrates a broad set of applications into the text
  • Utilizes a wealth of examples from research papers and monographs
U. NARAYAN BHAT, PhD, is Professor of Statistical Science and Operations Research as well as the Dean of Research and Graduate Studies at Southern Methodist University. GREGORY K. MILLER, PhD, is Associate Professor of Statistics at Stephen F. Austin State University.
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Title:Elements of Applied Stochastic ProcessesFormat:HardcoverDimensions:488 pages, 9.5 × 6.4 × 1.25 inPublished:September 6, 2002Publisher:WileyLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0471414425

ISBN - 13:9780471414421

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Table of Contents

Preface.

Stochastic Processes: Description and Definition.

Markov chains.

Irreducible Markov Chains with Ergodic States.

Branching Processes and Other Special Topics.

Statistical Inference for Markov Chains.

Applied Markov Chains.

Simple Markov Processes.

Statistical Inference for Simple Markov Processes.

Applied Markov Processes.

Renewal Processes.

Stationary Processes and Time Series Analysis.

Simulation and Markov Chain Monte Carlo.

Answers to Selected Exercises.

Appendix.

Author Index.

Subject Index.

Editorial Reviews

"… provides excellent coverage of the basic topics… Bhat and Miller have provided an excellent text and reference book.” ("Interfaces," July/ August 2004) ..."an extended and well-written introduction to the theory...of stochastic processes and their applications..." ("Zentralblatt Math," Vol. 1024, 2004) ..."besides conveying the concepts of stochastic processes, this book succeeds in providing insight into the reasons why for a particular topic certain lines of investigation are pursued and why certain variables/functions are introduced." ("Technometrics," Vol. 45, No. 3, August 2003)