Introduction to stochastic processes
โ Scribed by Paul G. Hoel
- Book ID
- 127455312
- Publisher
- Houghton Mifflin
- Year
- 1972
- Tongue
- English
- Weight
- 1 MB
- Series
- The Houghton Mifflin series in statistics
- Category
- Library
- City
- Boston
- ISBN
- 0395120764
No coin nor oath required. For personal study only.
โฆ Synopsis
An excellent introduction for electrical, electronics engineers and computer scientists who would like to have a good, basic understanding of the stochastic processes! This clearly written book responds to the increasing interest in the study of systems that vary in time in a random manner. It presents an introductory account of some of the important topics in the theory of the mathematical models of such systems. The selected topics are conceptually interesting and have fruitful application in various branches of science and technology.
๐ SIMILAR VOLUMES
This concise, informal introduction to stochastic processes evolving with time was designed to meet the needs of graduate students not only in mathematics and statistics, but in the many fields in which the concepts presented are important, including computer science, economics, business, biologica
Focusing on mathematical ideas rather than proofs, Introduction to Stochastic Processes provides access to important fundamentals of stochastic processes. This second edition features additional material on stochastic integration, with expanded discussion of Girsanov transformation, an introduction
Intended for a calculus-based course in stochastic processes at the graduate or advanced undergraduate level, this text offers a modern, applied perspective. Instead of the standard formal and mathematically rigorous approach usual for texts for this course, Edward Kao emphasizes the development of