Introduction to stochastic processes

Paul G. Hoel, Sidney C Port and Charles J. Stone.

Long Grove : Wavekland press, 1987.

203 págs. : ilustraciones

ISBN: 9780881332674

Resumen: 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.