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Stochastic Processes: Theory and Methods

Series: Handbook of Statistics Volume: 19

Edited By: DN Shanbhag and CR Rao

967 pages, Figs, tabs


Hardback | Mar 2001 | #120886 | ISBN: 0444500146
Availability: Usually dispatched within 7 days Details
NHBS Price: £208.00 $254/€233 approx

About this book

J. Neyman, one of the pioneers in laying the foundations of modern statistical theory, stressed the importance of stochastic processes in a paper written in 1960 in the following terms: "Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research, if treated realistically, does not involve operations on stochastic processes". Arising from the need to solve practical problems, several major advances have taken place in the theory of stochastic processes and their applications. Books by Doob (1953; J. Wiley and Sons), Feller (1957, 1966; J. Wiley and Sons) and Lo#ve (1960; D. van Nostrand and Col., Inc.) among others, have created growing awareness and interest in the use of stochastic processes in scientific and technological studies.
The literature on stochastic processes is very extensive and is distributed in several books and journals. There is a need to review the different lines of researches and developments in stochastic processes and present a consolidated and comprehensive account for the benefit of students, research workers, teachers and consultants. With this in view, North Holland has decided to bring out two volumes in the series, Handbook of Statistics with the titles: Stochastic Processes: Theory and Methods and Stochastic Processes: Modeling and Simulation. The second volume, which is under preparation will be published soon, too.

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