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 |