Based on a highly popular, well-established course taught by the authors, Stochastic Processes: An Introduction, Second Editiondiscusses the modeling and analysis of random experiments using the theory of probability. It focuses on the way in which the results or outcomes of...
In this textbook the authors present an accessible introduction to stochastic processes for students in courses that have substantial mathematics or statistics content. It assumes that students have completed the usual first-year methods courses in calculus, differential equations...