Introduction to Stochastic Processes (Dover Books on MaTHEMA 1.4tics) - Softcover
Book 172 of 302: Dover Books on Mathematics
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.
"synopsis" may belong to another edition of this title.
About the Author
Erhan Çinlar is a Professor of Operations Research and Financial Engineering at Princeton University. He was formerly on the faculty of Northwestern University.
"About this title" may belong to another edition of this title.
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