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• Sales Rank: #3485182 in Books
• Published on: 1980
• Binding: Paperback

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• Sales Rank: #124362 in eBooks
• Published on: 2015-05-27
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Applied Stochastic Processes presents a concise, graduate-level treatment of the subject, emphasizing applications and practical computation. It also establishes the complete mathematical theory in an accessible way.

After reviewing basic probability, the text covers Poisson processes, renewal processes, discrete- and continuous-time Markov chains, and Brownian motion. It also offers an introduction to stochastic differential equations. While the main applications described are queues, the book also considers other examples, such as the mathematical model of a single stock market.

With exercises in most sections, this book provides a clear, practical introduction for beginning graduate students. The material is presented in a straightforward manner using short, motivating examples. In addition, the author develops the mathematical theory with a strong emphasis on probability intuition.

• Sales Rank: #3894184 in Books
• Published on: 2013-07-22
• Original language: English
• Number of items: 1
• Dimensions: 9.30" h x .80" w x 6.00" l, .0 pounds
• Binding: Hardcover
• 208 pages

Review

"The book provides a good background for a first course on stochastic processes as it covers the main topics and contains many examples."
―Zentralblatt MATH 1281

"The book under review provides a carefully written and concise introduction to stochastic processes and could be used as lecture notes for a first-year graduate course on stochastic processes with emphasis on applications and computation rather than theoretical aspects. It is especially suited for students in engineering or business who aim for applications in their respective field. … The book provides many examples and exercises, often of computational nature, from applied probability, for instance queueing theory and stock market models."
―Mathematical Reviews, August 2014

About the Author

Ming Liao is a professor in the Department of Mathematics and Statistics at Auburn University. He has published 45 research papers and one monograph on probability theory. He received a Ph.D. from Stanford University.

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Beautifully produced in traditional Chinese binding, this book contains over 100 chengyu with its literal meaning, idiomatic meaning, and a short description of where the saying was derived from.

Chengyu in standard pinyin transliteration and pronounced chung ewe, literally translates as "become a saying" or more idiomatically "set phrase". They usually consist of four characters, though there is one chengyu in this collection with five characters. Chengyu add a depth and richness of expression to modern Chinese, which quite often is difficult to fully translate. English, too, has its own proverbs and idioms. These serve much the same function but they do not have the same standard format as chengyu and they are not as commonly used.

Almost all of the chengyu included in this collection refer back to stories found in some of the earliest Chinese literature. Many of these sources stem from either famous Chinese philosophers, such as Confucius and Zhuangzi, or historical records, particularly of the period known as the Warring States (476-221 BCE), when China was almost constantly caught up in civil war. Gaining familiarity of chengyu does not just improve one's spoken Chinese, but it also gives an insight into the richness and variety of Chinese history and tradition.

• Sales Rank: #763409 in Books
• Published on: 2012-12-01
• Original language: English
• Number of items: 1
• Dimensions: 7.25" h x 9.00" w x 1.00" l, 1.50 pounds
• Binding: Hardcover
• 96 pages

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