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Stochastic Models: Analysis and Applications

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Bibliographic Details
Title: Stochastic Models: Analysis and Applications
Description: The book presents a systematic exposition of the basic theory and applications of stochastic models.Emphasising the modelling rather than mathematical aspects of stochastic processes, the book bridges the gap between the theory and applications of these processes. The basic building blocks of model construction are explained in a step by step manner, starting from the simplest model of random walk and proceeding gradually to more complicated models. Several examples are given throughout the text to illustrate important analytical properties as well as to provide applications. The book also includes a detailed chapter on Inference for stochastic processes. This chapter highlights some of the recent developments in the subject and explains them through illustrative examples. An important feature of the book is the Complements and Problems section at the end of each chapter which presents (i) additional properties of the model, (ii) extensions of the model, and (iii) applications of the model to different areas. With all these features, this is an invaluable text for postgraduate students of statistics, mathematics and operation research.
Authors: Bhat, B.R
Resource Type: eBook.
Subjects: Mathematical statistics, Stochastic processes, Stochastic models
Categories: MATHEMATICS / Probability & Statistics / Stochastic Processes
Database: eBook Collection (EBSCOhost)
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  – Type: ebook-pdf
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  Availability: 0
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DbLabel: eBook Collection (EBSCOhost)
An: 2706877
RelevancyScore: 1090
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
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  Data: Stochastic Models: Analysis and Applications
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  Label: Description
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  Data: The book presents a systematic exposition of the basic theory and applications of stochastic models.Emphasising the modelling rather than mathematical aspects of stochastic processes, the book bridges the gap between the theory and applications of these processes. The basic building blocks of model construction are explained in a step by step manner, starting from the simplest model of random walk and proceeding gradually to more complicated models. Several examples are given throughout the text to illustrate important analytical properties as well as to provide applications. The book also includes a detailed chapter on Inference for stochastic processes. This chapter highlights some of the recent developments in the subject and explains them through illustrative examples. An important feature of the book is the Complements and Problems section at the end of each chapter which presents (i) additional properties of the model, (ii) extensions of the model, and (iii) applications of the model to different areas. With all these features, this is an invaluable text for postgraduate students of statistics, mathematics and operation research.
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 519.22
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Mathematical statistics
        Type: general
      – SubjectFull: Stochastic processes
        Type: general
      – SubjectFull: Stochastic models
        Type: general
    Titles:
      – TitleFull: Stochastic Models: Analysis and Applications
        Type: main
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          Name:
            NameFull: Bhat, B.R
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            NameFull: Bhat, B.R
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2019
            – D: 13
              M: 05
              Type: profile
              Y: 2023
          Identifiers:
            – Type: isbn-print
              Value: 9789387788558
            – Type: isbn-electronic
              Value: 9788122447170
          Titles:
            – TitleFull: Stochastic Models: Analysis and Applications
              Type: main
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