Introduction to Stochastic Processes
- ISBN-10
- 0486497976
- ISBN-13
- 9780486497976
- Series
- Introduction to Stochastic Processes
- Category
- Mathematics
- Pages
- 418
- Language
- English
- Published
- 2013-02-01
- Publisher
- Courier Corporation
- Author
- Erhan Cinlar
Description
This clear presentation of themost fundamental models ofrandom phenomena employsmethods that recognize computerrelatedaspects of theory. Topicsinclude probability spaces andrandom variables, expectationsand independence, Bernoulliprocesses and sums of independentrandom variables, Poisson processes, Markov chainsand processes, and renewal theory. Assuming only a backgroundin calculus, this outstanding text includes an introductionto basic stochastic processes.Reprint of the Prentice-Hall Publishers, Englewood Cliffs,New Jersey, 1975 edition.
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