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.

About the Author:

James L. Melsa is Dean Emeritus of the College of Engineering at Iowa State University. Andrew P. Sage is Founding Dean Emeritus, University Professor and First American Bank Professor, Systems and Engineering Operations Research Dept., George Mason University.

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