Hidden Bibliographic Details
| ISBN: | 9783319740188
3319740180
9783319740171
3319740172
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| Digital file characteristics: | text file PDF
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| Notes: | Includes bibliographical references and index.
Online resource; title from PDF title page (SpringerLink, viewed April 11, 2018).
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| Summary: | 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 introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.
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| Other form: | Print version: Collet, Jean-François. Discrete stochastic processes and applications. Cham, Switzerland : Springer, 2018 3319740172 9783319740171
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| Standard no.: | 10.1007/978-3-319-74018-8
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