Introduction to Stochastic Models

ISBN: 9780486450377

出版社: Dover Pubns

出版年: 2006-4

页数: 355

定价: $ 24.80

装帧: Pap

内容简介

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.