000 03599nam a22004575i 4500
001 978-0-387-48976-6
003 DE-He213
005 20250710084003.0
007 cr nn 008mamaa
008 100301s2007 xxu| s |||| 0|eng d
020 _a9780387489766
_a99780387489766
024 7 _a10.1007/978-0-387-48976-6
_2doi
082 0 4 _a519.2
_223
100 1 _aLefebvre, Mario.
_eauthor.
245 1 0 _aApplied Stochastic Processes
_h[recurso electrónico] /
_cby Mario Lefebvre.
264 1 _aNew York, NY :
_bSpringer New York,
_c2007.
300 _aXIII, 382 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aUniversitext
505 0 _aReview of Probability Theory -- Stochastic Processes -- Markov Chains -- Diffusion Processes -- Poisson Processes -- Queueing Theory.
520 _aApplied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes. Key features: -Presents carefully chosen topics such as Gaussian and Markovian processes, Markov chains, Poisson processes, Brownian motion, and queueing theory -Examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes -Serves graduate students in a variety of disciplines such as applied mathematics, operations research, engineering, finance, and business administration -Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications -Includes entertaining mini-biographies of mathematicians, giving an enriching historical context -Covers basic results in probability Two appendices with statistical tables and solutions to the even-numbered problems are included at the end. This textbook is for graduate students in applied mathematics, operations research, and engineering. Pure mathematics students interested in the applications of probability and stochastic processes and students in business administration will also find this book useful. Bio: Mario Lefebvre received his B.Sc. and M.Sc. in mathematics from the Université de Montréal, Canada, and his Ph.D. in mathematics from the University of Cambridge, England. He is a professor in the Department of Mathematics and Industrial Engineering at the École Polytechnique de Montréal. He has written five books, including another Springer title, Applied Probability and Statistics, and has published numerous papers on applied probability, statistics, and stochastic processes in international mathematical and engineering journals. This book developed from the author's lecture notes for a course he has taught at the École Polytechnique de Montréal since 1988.
650 0 _aMATHEMATICS.
650 0 _aOPERATIONS RESEARCH.
650 0 _aDISTRIBUTION (PROBABILITY THEORY).
650 0 _aENGINEERING MATHEMATICS.
650 1 4 _aMATHEMATICS.
650 2 4 _aPROBABILITY THEORY AND STOCHASTIC PROCESSES.
650 2 4 _aOPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING.
650 2 4 _aAPPL.MATHEMATICS/COMPUTATIONAL METHODS OF ENGINEERING.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387341712
830 0 _aUniversitext
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-48976-6
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SMA
942 _2ddc
_cER
999 _c57818
_d57818