Introduction to Stochastic Processes

✍ Scribed by Erhan Cinlar

Publisher: Dover Publications
Year: 2013
Tongue: English
Leaves: 416
Series: Dover Books on Mathematics
Edition: Reprint
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Many numerical examples and end-of-chapter exercises. 1975 edition.

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