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Elements of Random Walk and Diffusion Processes

Oliver C. Ibe




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 | #282807 in Books |  2013-09-23 | Original language:English | PDF # 1 |  9.50 x.90 x6.50l,1.30 | File type: PDF | 276 pages

||From the Back Cover||Presents an important and unique introduction to random walk theory |Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific

Presents an important and unique introduction to random walk theory

Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics...

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