Rosenthal , Jeffrey S. <br/><br/>
A First Look at Stochastic Processes /  
Jeffrey S. Rosenthal 
 - New Jersey :   World Scientific ,   [2020] 
 - 202 Pages ,   24 cm 
<br/><br/>Includes bibliographical references and index 
<br/><br/>Markov chain probabilities -- Markov chain convergence -- Martingales -- Continuous processes 
<br/><br/> "This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory"-- 
<br/><br/><label>ISBN: </label>9789811207914 
<br/><br/><label>LCCN: </label>2019724984 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stochastic processes--Textbooks
<br/><br/><label>LC Class. No.: </label>QA274  / A529 2020