Discrete Stochastic Processes and Applications

This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an in...

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Bibliographic Details
Main Author: Collet, Jean-François (Author)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing, 2018.
Edition:1st ed. 2018.
Series:Universitext,
Subjects:
Probabilities.
ISBN:9783319740188
ISSN:0172-5939
Online Access: Get full text
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Table of Contents:
  • Preface
  • I. Markov processes
  • 1. Discrete time, countable space
  • 2. Linear algebra and search engines
  • 3. The Poisson process
  • 4. Continuous time, discrete space
  • 5. Examples
  • II. Entropy and applications
  • 6. Prelude: a user's guide to convexity
  • 7. The basic quantities of information theory
  • 8. An example of application: binary coding
  • A. Some useful facts from calculus
  • B. Some useful facts from probability
  • C. Some useful facts from linear algebra
  • D. An arithmetical lemma
  • E. Table of exponential families
  • References
  • Index.

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