Lecture notes on stochastic processes

Antonio Bellacicco

Lecture notes on stochastic processes

Edizione a stampa

20,00

Pagine: 112

ISBN: 9788846421319

Edizione: 1a edizione 2000

Codice editore: 1340.69

Disponibilità: Discreta

Following this point of view the dynamic behavior of the shares of the stock market, the meteorological evolution of the weather, the behavior of the smallest particles in the physical world, the growth of the towns of a country and the reliability of a plane at the take off can be well described in terms of sequence of stochastic dependent random events in space and time. Problem to face is to model the incertitude of the sequence so that we can predict in terms of stochastic evaluation the future value of a share, the future temperature and position of a mass of clouds at a givent point in space and time, the reliability of a plane along the take off action and so on. All those events need the same support in terms of the way of thinking and mathematical tools.

Antonio Bellacicco is full professor, chair of Statistics, Dept. of Systems and Organization Theory, University of Teramo, Italy. He is the author of many scientific papers mainly in automatic classification methods and in techniques for predicting future events from a finite time series He is also the author of a lot of books on classification theory and techniques and coeditor of italian and international proceedings in classification theory and stochastic dynamical systems theory.


Meaning, Role and Background of Stochastic Processe
Finite Markov Chains
Countable Markov Chiains
Continuous Time Markov Processes
The Theory of Martingales
Continuous State Space and Continuous Time
More General Definitions of Stochastic Processe
Markov Gaussian Processes
Hilbert Spaces and Banach Spaces
General Outlines of Fractal Geometry
Random Fields
Stochastic Integration and Applications
Reliability Theory and Some Applications
Exercises and Problems.

Collana: Scientifica