Synopsis
Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools.
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Review
...the author has indeed produced a very good textbook...the book or any of its chapters can be strongly recommended to any university with a modern probability programme...' (Alexander Veretennikov, Bulletin of the London Mathematical Society,)
Strongly recommended to students and their teachers (Jordan Stoyanov, JRSSA)
The book has an efficient writing style that is rarely found in mathematical textbooks; it is concise without being terse...Stochastic Processes and Models is an excellent foundational text both for grounding application orientated students in some basic theory and building intuition for those students interested in more advanced study in probability theory. (John Fricks, Pennsylvania State University, USA, JASA, 2007)
This excellent introductory book on simple stochastic processes and models is designed for readers familiar with ideas of elementary probability theory. (Ilya Pavlyukevitch, Zentralblatt Math, Vol 1084)
Synopsis
Provides an introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, this book covers the key concepts and tools.
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Stochastic Processes and Models (eng)
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