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Stochastic Processes

Theory, examples & exercises

by Manuel Cabral Morais
language: english
Publisher: IST - Instituto Superior Técnico, April of 2024 ‧
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Stochastic Processes - Theory, examples & exercises is an introductory textbook to a central and active field of Mathematics with applications in Engineering, Economics, and Management Science.

It starts with an overview of the field and a detailed account of the concept of stochastic process. Following this, the text delves into Poisson processes, renewal processes, and Markov chains in discrete and continuous time.

The author aims to explain the theory very clearly and show how it can be applied to solve concrete problems.

A critical and unique feature of this well-written book is the structure of its exercises. They are embedded in the main text and have spaces to fill. This feature helps the students to stop and reflect on what they have just read and encourages them to become active during the educational process.

This workbook is mathematically accurate yet avoids unnecessary mathematical sophistication, making it suitable for undergraduate and graduate students in Mathematics, Computer Science, Engineering, and Management.

Stochastic Processes

Theory, examples & exercises

by Manuel Cabral Morais

Property Description
ISBN: 9789899208001
Publisher: IST - Instituto Superior Técnico
Release Date: April of 2024
Language: English
Dimensions: 169 x 235 x 29 mm
Cover: Softcover
Pages: 516
Format: Book
Categories: Books in English > Science > Mathematics
EAN: 9789899208001

ABOUT THE AUTHOR

Manuel Cabral Morais

Manuel Cabral Morais é licenciado em Matemática Aplicada e Computação, Mestre em Matemática Aplicada e Doutor em Matemática pelo Instituto Superior Técnico, Universidade de Lisboa. Atualmente, é Professor Associado do Departamento de Matemática do IST.

Manuel Cabral Morais lecionou mais de uma dezena de disciplinas ao longo da sua carreira docente, entre elas: Probabilidades e Estatística; Complementos de Probabilidades e Estatística; Introdução aos Processos Estocásticos; Fiabilidade e Controlo de Qualidade; e Teoria da Probabilidade.

Publicou mais de setenta artigos sobre controlo estatístico de processos, ordenação estocástica e tempos de primeira passagem, em revistas científicas, livros e atas de conferências nacionais e internacionais.

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