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Stochastic Processes Dover Books on Mathematics

Compare Textbook Prices for Stochastic Processes Dover Books on Mathematics  ISBN 9780486796888 by Parzen, Emanuel
Author: Parzen, Emanuel
ISBN:0486796884
ISBN-13: 9780486796888
List Price: $19.95 (up to 45% savings)
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Details about Stochastic Processes Dover Books on Mathematics:

Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building. Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine conditional probability and conditional expectation, normal processes and covariance stationary processes, and counting processes and Poisson processes. The text concludes with explorations of renewal counting processes, Markov chains, random walks, and birth and death processes, including examples of the wide variety of phenomena to which these stochastic processes may be applied. Numerous examples and exercises complement every section.

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