求非转换、非扫描pdf版First Look At Stochastic Processes

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收藏 2025-02-01

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First Look At Stochastic Processes

作者 [color=var(--__N4QdChsbGN6j,#2162a1)]Jeffrey S Rosenthal (Author)

[color=var(--__N4QdChsbGN6j,#2162a1)][url=]查看所有格式和版本[/url]

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory. Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms. The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

网上有其他格式转换的pdf版本，本贴求非扫描，非其他格式转换的pdf原版，不知哪位大佬有？

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