Concise advanced-level introduction to stochastic processes that frequently arise in applied probability. Largely self-contained text covers Poisson process, renewal theory, Markov chains, inventory theory, Brownian motion and continuous time optimization models, much more. Problems and references at chapter ends. "Excellent introduction." - Journal of the American Statistical Association. Bibliography. 1970 edition.
| ISBN: | 9780486673141 |
| Publication date: | 28th March 2003 |
| Author: | Sheldon M Ross |
| Publisher: | Dover Publications an imprint of Dover Publications Inc. |
| Format: | Paperback |
| Pagination: | 198 pages |
| Series: | Dover Books on Mathematics |
| Genres: |
Probability and statistics |