Preface
Chapter 1 Stochastic Process. Discrete-time Markov Chain
Chapter 2 Random Walk
Chapter 3 Poisson Process
Chapter 4 Nonhomogeneous Poisson Process
Chapter 5 Compound Poisson Process
Chapter 6 Conditional Poisson Process
Chapter 7 Birth-and-Death Process
Chapter 8 Branching Process
Chapter 9 Brownian Motion
Recommended books
List of Notation
Index
Biography
Olga Korosteleva, PhD, is a professor of statistics in the Department of Mathematics and Statistics at California State University, Long Beach (CSULB). She earned her Bachelor’s degree in mathematics in 1996 from Wayne State University in Detroit, and her PhD in statistics from Purdue University in West Lafayette, Indiana, in 2002. Since then she has been teaching statistics and mathematics courses at CSULB.
"This book is useful for simulating Markov chains, Poisson processes, and Brownian motion. The book can be used as supplementary reading for a first course in stochastic processes at the undergraduate-graduate level."
- David J. Olive, Technometrics, November 2022.
