Introduction to Stochastic Processes

by Erhan Çinlar

This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related 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. Includes an introduction to basic stochastic processes. 1975 edition.

Genres: Mathematics, Textbooks, Science

402 pages, Hardcover

First published November 1, 1974