The Theory of Stochastic Processes

The Theory of Stochastic Processes
ISBN-10
0412151707
ISBN-13
9780412151705
Category
Mathematics
Pages
412
Language
English
Published
1977-02-01
Publisher
CRC Press
Authors
D.R. Cox, H.D. Miller

Description

The random walk; Markov chains; Markov processes with discrete states in continuous time; Markov processes in continuous time with continuous state space; Non-markovian processes; Stationary processes: time domain; Stationary processes: frequency domain; Point processes; Appendices; Index.

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