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An Introduction to Stochastic Processes Book

An Introduction to Stochastic Processes
An Introduction to Stochastic Processes, , An Introduction to Stochastic Processes has a rating of 3 stars
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An Introduction to Stochastic Processes, , An Introduction to Stochastic Processes
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  • An Introduction to Stochastic Processes
  • Written by author Edward P. C. Kao
  • Published by Cengage Learning, June 1996
  • Intended for a calculus-based course in stochastic processes at the graduate or advanced undergraduate level, this text offers a modern, applied perspective. Instead of the standard formal and mathematically rigorous approach usual for texts for this cour
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Book Categories

Authors

1Introduction1
2Poisson Processes47
3Renewal Processes97
4Discrete-Time Markov Chains160
5Continuous-Time Markov Chains238
6Markov Renewal and Semi-Regenerative Processes321
7Brownian Motion and Other Diffusion Processes373
Appendix: Getting Started with MATLAB427
Index436


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