Introduction to Stochastic Processes

by Paul Gerhard Hoel, Sidney C. Port, Charles J. Stone

An excellent introduction for electrical, electronics engineers and computer scientists who would like to have a good, basic understanding of the stochastic processes! This clearly written book responds to the increasing interest in the study of systems that vary in time in a random manner. It presents an introductory account of some of the important topics in the theory of the mathematical models of such systems. The selected topics are conceptually interesting and have fruitful application in various branches of science and technology.

Genres: Textbooks, Mathematics

203 pages, Paperback

First published January 1, 1972

Reviews

[Pedro Zavala]

Clean and nice, a basic book but you have to start somewhere