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A New Introduction to Stochastic Processes (Chinese Edition) [Paperback]

By Kai Lai Chung (Author) & Wu Rong (Author)
Our Price $ 32.90  
Retail Value $ 47.00  
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Item Number 178154  
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Item description for A New Introduction to Stochastic Processes (Chinese Edition) by Kai Lai Chung & Wu Rong...

Beginning with a problem raised by the late Chinese mathematician Loo-Keng Hua, and the author's solution, this book discusses general Markov chains, a subject extremely popular in China in the '50s and '60s. The author emphasizes methodology like the first entrance and last exit decompositions, leading to the results by Kolmogorov, Doeblin, and himself. Next he discusses the continuous time case in which names like Paul Levy and Doob enter and there are hard analytic problems such as differentiability and systems of differential equations which are solved. Next he introduces Brownian motion or Wiener process as the most famous Markov process, and relates the probability theory to mathematical-physics associated with Green, Dirichlet, Schrodinger and Feyman. Finally there comes an excursion into general probabilistic methodology. This book contains many examples and exercises with hints and discussions.

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Item Specifications...

Studio: World Scientific Publishing Company
Pages   250
Est. Packaging Dimensions:   Length: 8.5" Width: 5.75" Height: 0.75"
Weight:   0.7 lbs.
Binding  Softcover
Publisher   World Scientific Publishing Company
ISBN  9578981384  
ISBN13  9789578981386  

Availability  0 units.

More About Kai Lai Chung & Wu Rong

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1Books > Subjects > Reference > Dictionaries & Thesauruses > Science
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