Stochastic Processes: An Introduction

By P. Smith, Peter Smith, Peter Watts Jones

Based on a highly popular, well-established course taught by the authors, Stochastic Processes: An Introduction, Second Editiondiscusses the modeling and analysis of random experiments using the theory of probability. It focuses on the way in which the results or outcomes of experiments vary and evolve over time. The text begins with a review of relevant fundamental probability. It then covers several basic gambling problems, random walks, and Markov chains. The authors go on to develop random processes continuous in time, including Poisson, birth and death processes, and general population models. While focusing on queues, they present an extended discussion on the analysis of associated stationary processes. The book also explores reliability and other random processes, such as branching processes, martingales, and a simple epidemic. The appendix contains key mathematical results for reference. Ideal for a one-semester course on stochastic processes, this concise, updated textbook makes the material accessible to students by avoiding specialized applications and instead highlighting simple applications and examples. The associated website contains Mathematica?and R programs that offer flexibility in creating graphs and performing computations.

• Format: Paperback
• Language: English
• ISBN: 1420099604
• ISBN13: 9781420099607
• Release Date: October 2009
• Publisher: CRC Press
• Length: 221 Pages
• Weight: 0.85 lbs.
• Dimensions: 0.7" x 5.9" x 9.2"

Customer Reviews

Great, detailed book on the topic

This text gives a lot of very detailed descriptions and also good examples and charts to help students understand the information. It has been a great supplement to my Operant Behavior course.

Expaning on Skinnerian Ideology

As a book about Behavior Analysis, this book doesn't do bad at all. It has its pros and cons as all books do, and it does adopt something of a dogmatic approach when it comes to Skinnerian belief - as many ABA professions do. Still, that is the way of ABA and, in many rights, it does need to be acknowledged in order to understand how to truly help people. Pros: It courts many of the mottos that ABA courts now: it talks...

Excellent Resource

The 3rd edition of this text was extremely helpful for me in my behavior analysis course. Word definitions were listed in the back for easy access, if they weren't defined in the text itself. Examples given were very helpful in understanding concepts and a lot of diagrams were given to help those of us who understand better via visual learning. Reviews at the end of each chapter included study questions which were very helpful...