9. Introduction to Stochastic Processes

  1. Liliana Blanco Castañeda1,
  2. Viswanathan Arunachalam2 and
  3. Selvamuthu Dharmaraja3

Published Online: 11 JUL 2012

DOI: 10.1002/9781118344972.ch9

Introduction to Probability and Stochastic Processes with Applications

Introduction to Probability and Stochastic Processes with Applications

How to Cite

Castañeda, L. B., Arunachalam, V. and Dharmaraja, S. (2012) Introduction to Stochastic Processes, in Introduction to Probability and Stochastic Processes with Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118344972.ch9

Author Information

  1. 1

    National University of Colombia, Bogotá, Colombia

  2. 2

    Universidad de los Andes, Bogotá, Colombia

  3. 3

    Indian Institute of Technology Delhi, New Delhi, India

Publication History

  1. Published Online: 11 JUL 2012
  2. Published Print: 11 JUN 2012

ISBN Information

Print ISBN: 9781118294406

Online ISBN: 9781118344972

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Keywords:

  • discrete-time Markov chain;
  • stationary probabilities;
  • Poisson process;
  • renewal processes;
  • semi-Markov process

Summary

This chapter contains sections titled:

  • Definitions and Properties

  • Discrete-Time Markov Chain

  • Continuous-Time Markov Chains

  • Poisson Process

  • Renewal Processes

  • Semi-Markov Process