Introduction to Stochastic Models

by Roe Goodman

Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, the Poisson process; continuous-time stochastic processes; much more. Features worked examples as well as exercises and solutions.

368 pages, Paperback

First published April 21, 2006