An Introduction to Probability and Stochastic Processes

An Introduction to Probability and Stochastic Processes

eBook (18 Sep 2013)

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Publisher's Synopsis

Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.

Book information

ISBN: 9780486315959
Publisher: Dover Publications
Imprint: Dover Publications, Inc.
Pub date:
DEWEY: 519.2
DEWEY edition: 23
Weight: -1g