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Stochastic Processes and Their Applications

✍ Scribed by Frank Beichelt (Author); L. Paul Fatti (Author)


Publisher
CRC Press
Year
2001
Leaves
339
Edition
1
Category
Library

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✦ Synopsis


This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and e

✦ Table of Contents


Probability Theory. Stochastic Processes. Poisson Processes. Renewal Processes. Discrete-Time Markov Chains. Continuous-Time Markov Chains. Wiener Processes. Spectral Analysis of Stationary Processes.

✦ Subjects


Mathematics & Statistics;Statistics & Probability;Probability;Probability Theory & Applications;Statistics;Statistics for Business, Finance & Economics


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