# Discrete Stochastic Processes and Applications

*1 Discrete time, countable space Summary. Throughout this chapter, S is a
countable space, called the state space; a discrete-time stochastic process on S
is a collection X of S−valued random variables (Xn) neN indexed by time n. We
shall ...*

**Author**: Jean-François Collet

**Publisher:** Springer

**ISBN:** 3319740180

**Category:** Mathematics

**Page:** 220

**View:** 237

# Stochastic Processes with Applications to Finance

*Stochastic Processes with Applications to Finance shows that this is not necessarily so.*

**Author**: Masaaki Kijima

**Publisher:** CRC Press

**ISBN:** 9781584882244

**Category:** Mathematics

**Page:** 288

**View:** 785

# Discrete Stochastic Processes

**Discrete stochastic processes** find wide and diverse **applications** in operations

research, communication, control, computer systems, management science, etc.

Paradoxically, we shall spend relatively little of our time discussing these

particular ...

**Author**: Robert G. Gallager

**Publisher:** Springer Science & Business Media

**ISBN:** 146152329X

**Category:** Technology & Engineering

**Page:** 271

**View:** 571

# Introduction to Probability and Stochastic Processes with Applications

*The book is also a valuable reference for researchers and practitioners in the fields of engineering, operations research, and computer science who conduct data analysis to make decisions in their everyday work.*

**Author**: Liliana Blanco Castañeda

**Publisher:** John Wiley & Sons

**ISBN:** 1118344960

**Category:** Mathematics

**Page:** 614

**View:** 313

# Fundamentals of Probability and Stochastic Processes with Applications to Communications

*X tn Discrete Stochastic Process A discrete stochastic process is defined as a *

collection of RVs for discrete time points as follows: Xt1 { 2R } (6.7) {(),X (t2 ),...,X (

ti ),...X (tn) }= X(ti),t i Continuous Stochastic Process A continuous stochastic ...

**Author**: Kun Il Park

**Publisher:** Springer

**ISBN:** 3319680757

**Category:** Technology & Engineering

**Page:** 275

**View:** 456

# Stochastic Processes and Their Applications

*However , the terminology stochastic processes is more common and will be
used throughout the book . In order to ... Conversely , every sequence of random
variables can be interpreted as stochastic process in discrete time . If T is an
interval ...*

**Author**: Frank Beichelt

**Publisher:** CRC Press

**ISBN:** 9780415272322

**Category:** Mathematics

**Page:** 338

**View:** 321

# An Introduction to Stochastic Processes with Applications to Biology

*x F(x) 1 1 Sometimes we shall use the term probability density function to include
both the p.d.f. of a continuous random variable and the p.m.f. of a discrete
random variable. In addition, sometimes the notation Prob{·} is used in place of P(
·) or ...*

**Author**: Linda J. S. Allen

**Publisher:** CRC Press

**ISBN:** 143989468X

**Category:** Mathematics

**Page:** 496

**View:** 441

# Stochastic Processes

*Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of ...*

**Author**: Robert G. Gallager

**Publisher:** Cambridge University Press

**ISBN:** 1107435315

**Category:** Technology & Engineering

**Page:** 568

**View:** 179

# Stochastic Processes with Applications to Finance Second Edition

*This section demonstrates how to obtain results in Brownian motions from the
discrete counterparts. As the first example, consider a standard Brownian motion
{z(t)}, and let ]P'*(A) I 1E 11.. Y(T)], Y(t) I QWHZt/Q. (1230) It is readily seen that lP'
* ...*

**Author**: Masaaki Kijima

**Publisher:** CRC Press

**ISBN:** 143988482X

**Category:** Business & Economics

**Page:** 343

**View:** 912

# Basics of Applied Stochastic Processes

*This volume gives an in-depth description of the structure and basic properties of these stochastic processes.*

**Author**: Richard Serfozo

**Publisher:** Springer Science & Business Media

**ISBN:** 3540893326

**Category:** Mathematics

**Page:** 443

**View:** 852

# The Elements of Stochastic Processes with Applications to the Natural Sciences

*CHAPTER 15 Approximations to Stochastic Processes 15.1 Introduction It is clear
from the discussions of stochastic processes ... 15.2 Continuous approximations
to discrete processes We have already seen in Chapter 14 how in some ...*

**Author**: Norman T. J. Bailey

**Publisher:** John Wiley & Sons

**ISBN:** 9780471523680

**Category:** Mathematics

**Page:** 264

**View:** 225

# Stochastic Processes with Applications

*This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states.*

**Author**: Rabi N. Bhattacharya

**Publisher:** SIAM

**ISBN:** 0898716896

**Category:** Mathematics

**Page:** 184

**View:** 561

# Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory

*The versatility of the method is illustrated by the simple examples in the sequel
and the practical applications in chapters 8-10. ... The general idea is most easily
understood when dealing with an averaging problem, where the limit process
satisfies an ODE (ordinary differential ... Sections 4 and 5, cover the discrete and
continuous parameter cases, respectively, when the noise is "state dependent.*

**Author**: Harold Joseph Kushner

**Publisher:** MIT Press

**ISBN:** 9780262110907

**Category:** Computers

**Page:** 269

**View:** 776

# Inertial Navigation Systems with Geodetic Applications

*6.3 Stochastic Processes A stochastic (or, random) process is a collection, *

discrete or continuous, of random variables associated with a deterministic

parameter, usually a time or space coordinate. At each point in time or in space,

the process ...

**Author**: Christopher Jekeli

**Publisher:** Walter de Gruyter

**ISBN:** 3110800233

**Category:** Science

**Page:** 365

**View:** 953

# Modelling and Application of Stochastic Processes

*Motivated by his work , model reduction techniques for discrete - time stochastic
systems were developed by Fujishige et al ( 6 ] who used the principal
component analysis of stochastic processes , and by Baram ( 7 ) , Larimore ( 8 ) ,
Desai et ...*

**Author**: Uday B. Desai

**Publisher:** Springer Science & Business Media

**ISBN:** 9780898381771

**Category:** Science

**Page:** 288

**View:** 819

# Discrete Time Series Processes and Applications in Finance

*In a given state i, the price follows a random walk (with Gaussian or Student
residues) with constant volatility σi. This model is structurally close to a stochastic
volatility process, as the dynamics of the volatility is independent of the prices.*

**Author**: Gilles Zumbach

**Publisher:** Springer Science & Business Media

**ISBN:** 3642317413

**Category:** Business & Economics

**Page:** 319

**View:** 883

# Essentials of Stochastic Processes

*... a stochastic process . For applications , t refers to time , and xt ( W ) represents *

the value of a quantity occurring by chance at time t . ... In case T is discrete , the

stochastic process is usually called a random sequence . A stochastic process xt

...

**Author**: Kiyosi Itō

**Publisher:** American Mathematical Soc.

**ISBN:** 9780821838983

**Category:** Mathematics

**Page:** 171

**View:** 356

# Stochastic Processes

*Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications.*

**Author**: Narahari Umanath Prabhu

**Publisher:** World Scientific

**ISBN:** 9812706267

**Category:** Mathematics

**Page:** 341

**View:** 678

# Stochastic Processes

*This textbook was developed from a course in stochastic processes given by the
authors over many years to ... and this is reflected in the book by including
applications and examples that students can quickly understand and relate to. ...
Some of the easier material on discrete random processes is included in
Chapters ...*

**Author**: Peter Watts Jones

**Publisher:** CRC Press

**ISBN:** 1420099809

**Category:** Mathematics

**Page:** 232

**View:** 867

# Applications of Discrete time Markov Chains and Poisson Processes to Air Pollution Modeling and Studies

*We consider the following forms of stochastic processes: discrete-time Markov *

chains, Poisson processes (a type of continuous-time Markov chain), and also

some more general forms of counting processes (of which the Poisson process is

...

**Author**: Eliane Regina Rodrigues

**Publisher:** Springer Science & Business Media

**ISBN:** 1461446457

**Category:** Mathematics

**Page:** 107

**View:** 193