Introduction to probability and stochastic processes with applications / Liliana Blanco Castaneda, Viswanathan Arunachalam, Selvamuthu Dharmaraja.

"This text book is designed for a one-year course in probability and stochastic processes with applications, especially for students who wish to specialize in probabilistic modeling. This book bridges the gap between elementary texts and advanced texts in probability and is easily accessible fo...

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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Blanco Castañeda, Liliana
Other Authors: Arunachalam, Viswanathan, 1969-, Dharmaraja, Selvamuthu, 1972-
Format: eBook
Language:English
Published: Hoboken, NJ : Wiley, 2012.
Subjects:
Table of Contents:
  • Front Matter
  • Basic Concepts
  • Random Variables and Their Distributions
  • Some Discrete Distributions
  • Some Continuous Distributions
  • Random Vectors
  • Conditional Expectation
  • Multivariate Normal Distributions
  • Limit Theorems
  • Introduction to Stochastic Processes
  • Introduction to Queueing Models
  • Stochastic Calculus
  • Introduction to Mathematical Finance
  • Appendix A: Basic Concepts on Set Theory
  • Appendix B: Introduction to Combinatorics
  • Appendix C: Topics on Linear Algebra
  • Appendix D: Statistical Tables
  • Selected Problem Solutions
  • References
  • Glossary
  • Index.