Random Walk, Brownian Motion, and Martingales
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, bra…
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Produktdetails
Weitere Autoren: Bhattacharya, Rabi
- ISBN: 978-3-030-78937-4
- EAN: 9783030789374
- Produktnummer: 38321350
- Verlag: Springer International Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2021
- Seitenangabe: 412 S.
- Masse: H24.1 cm x B16.0 cm x D2.6 cm 856 g
- Auflage: 1st ed. 2021
- Abbildungen: HC runder Rücken kaschiert
- Reihenbandnummer: 292
- Gewicht: 856
Über den Autor
Rabi Bhattacharya is Professor of Mathematics at The University of Arizona. He is a Fellow of the Institute of Mathematical Statistics and a recipient of the U.S. Senior Scientist Humboldt Award and of a Guggenheim Fellowship. He has made significant contributions to the theory and application of Markov processes, and more recently, nonparametric statistical inference on manifolds. He has served on editorial boards of many international journals and has published several research monographs and graduate texts on probability and statistics.Edward C. Waymire is Emeritus Professor of Mathematics at Oregon State University. He received a PhD in mathematics from the University of Arizona in the theory of interacting particle systems. His primary research concerns applications of probability and stochastic processes to problems of contemporary applied mathematics pertaining to various types of flows, dispersion, and random disorder. He is a former chief editor of the Annals of Applied Probability, and past president of the Bernoulli Society for Mathematical Statistics and Probability.Both authors have co-authored numerous books, including A Basic Course in Probability Theory, which is an ideal companion to the current volume.
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