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An Introduction to Probability & Stochastic Processes

An Introduction to Probability & Stochastic Processes - Dover Books on Mathematics

Paperback (25 Oct 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. Reprint of the Prentice-Hall, Inc., Englewood Cliffs, New Jersey, 1973 edition.

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Dover Publications

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Book information

ISBN: 9780486490991
Publisher: Dover Publications Inc.
Imprint: Dover Publications
Pub date:
Language: English
Number of pages: xii, 403
Weight: 568g
Height: 152mm
Width: 227mm
Spine width: 28mm