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A Course in Applied Stochastic Processes

A. Goswami Indian Statistical Institute, Kolkata, India
B. V. Rao Indian Statistical Institute, Kolkata, India
A publication of Hindustan Book Agency
Available Formats:
Hardcover ISBN: 978-81-85931-69-2
Product Code: HIN/31
List Price: $39.60 AMS Member Price:$31.68
Please note AMS points can not be used for this product
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A Course in Applied Stochastic Processes
A. Goswami Indian Statistical Institute, Kolkata, India
B. V. Rao Indian Statistical Institute, Kolkata, India
A publication of Hindustan Book Agency
Available Formats:
 Hardcover ISBN: 978-81-85931-69-2 Product Code: HIN/31
 List Price: $39.60 AMS Member Price:$31.68
Please note AMS points can not be used for this product
• Book Details

Hindustan Book Agency
Volume: 312006; 226 pp
MSC: Primary 60; Secondary 92;

This book is an introduction to applications of the theory of stochastic processes—more specifically Markov chain theory—in population dynamics, genetics, and epidemics. A prior exposure to basic probability theory should be helpful, but by no means essential. The book includes a quick review of probability that starts from elementary combinatorial probability and ends with some basic properties of diffusions, including a fairly extensive account of martingales and Markov chains, mostly with proofs. This is done fairly rigorously without using measure theoretic tools. In continuation of the effort to keep the prerequisites at the bare minimum, all the basic genetics the reader needs to know is included. Yet sophisticated material on Wright–Fisher and Moran models of genetics, including diffusion approximations, is presented. The material on epidemic models includes several important threshold theorems with carefully presented interpretation and complete proofs.

Although this book is primarily intended for use as a textbook for a course on applied stochastic processes, it can also be used by researchers in the fields of genetics or epidemics for learning about applications of probability in their respective areas.

Graduate students and research mathematicians interested in applied stochastic processes.

• Request Review Copy
Volume: 312006; 226 pp
MSC: Primary 60; Secondary 92;

This book is an introduction to applications of the theory of stochastic processes—more specifically Markov chain theory—in population dynamics, genetics, and epidemics. A prior exposure to basic probability theory should be helpful, but by no means essential. The book includes a quick review of probability that starts from elementary combinatorial probability and ends with some basic properties of diffusions, including a fairly extensive account of martingales and Markov chains, mostly with proofs. This is done fairly rigorously without using measure theoretic tools. In continuation of the effort to keep the prerequisites at the bare minimum, all the basic genetics the reader needs to know is included. Yet sophisticated material on Wright–Fisher and Moran models of genetics, including diffusion approximations, is presented. The material on epidemic models includes several important threshold theorems with carefully presented interpretation and complete proofs.

Although this book is primarily intended for use as a textbook for a course on applied stochastic processes, it can also be used by researchers in the fields of genetics or epidemics for learning about applications of probability in their respective areas.