Stochastic Processes
Stochastic Processes
- ISBN 13:
9780486796888
- ISBN 10:
0486796884
- Format: Paperback
- Copyright: 06/17/2015
- Publisher: Dover Publications
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Summary
Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine conditional probability and conditional expectation, normal processes and covariance stationary processes, and counting processes and Poisson processes. The text concludes with explorations of renewal counting processes, Markov chains, random walks, and birth and death processes, including examples of the wide variety of phenomena to which these stochastic processes may be applied. Numerous examples and exercises complement every section.