An Introduction to Probability and Stochastic Processes
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Book Overview
This text offers students valuable tools for the description and analysis of random effects in complex systems. The treatment emphasizes concepts with practical value and illustrates their application... This description may be from another edition of this product.
Format:Hardcover
Language:English
ISBN:0130348503
ISBN13:9780130348500
Release Date:January 1973
Publisher:Prentice Hall
Length:403 Pages
Weight:1.55 lbs.
Customer Reviews
1 rating
Accurate and exhaustive introduction to the field...
Published by Thriftbooks.com User , 22 years ago
Starting from the basic Probability concepts presented in an unformal (yet rigourous) way, this book moves swiftly on to some of the central concepts and results of the theory of stochastic processes. Basic (but fundamental) concepts like stochastic convergence, stationarity, stochastic differentiation and integration are presented in a rigourous yet mathematically accessible way. The latter chapters focus on some of the most applicable parts of the theory of stochastic processes: Response of linear systems to stochastic inputs, Gaussean processes, the Wiener process, stochastic differential equations and response of non-linear systems. The pre-requisites are exceptionally low: basic calculus and matrix theory are sufficient to get you going. However I feel that some knowledge of measure theory (which I lack...) would vastly help in grasping some of the more advanced chapters.
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