Introduction to Stochastic Processes

Introduction to Stochastic Processes Synopsis

This clear presentation of the most fundamental models of random phenomena employs methods that recognize computerrelated aspects of theory. Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming only a background in calculus, this outstanding text includes an introduction to basic stochastic processes. Reprint of the Prentice-Hall Publishers, Englewood Cliffs, New Jersey, 1975 edition.