Stochastic ProcessesISBN: 978-0-471-52369-7
Paperback
664 pages
January 1991
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Introduction and Probability Background.
Definition of a Stochastic Process--Principal Classes.
Processes with Mutually Independent Random Variables.
Processes with Mutually Uncorrelated or Orthogonal Random Variables.
Markov Processes--Discrete Parameter.
Markov Processes--Continuous Parameter.
Martingales.
Processes with Independent Increments.
Processes with Orthogonal Increments.
Stationary Processes--Discrete Parameter.
Stationary Processes--Continuous Parameter.
Linear Least Squares Prediction--Stationary (Wide Sense) Processes.
Supplement.
Appendix.
Bibliography.
Index.
Definition of a Stochastic Process--Principal Classes.
Processes with Mutually Independent Random Variables.
Processes with Mutually Uncorrelated or Orthogonal Random Variables.
Markov Processes--Discrete Parameter.
Markov Processes--Continuous Parameter.
Martingales.
Processes with Independent Increments.
Processes with Orthogonal Increments.
Stationary Processes--Discrete Parameter.
Stationary Processes--Continuous Parameter.
Linear Least Squares Prediction--Stationary (Wide Sense) Processes.
Supplement.
Appendix.
Bibliography.
Index.
Related Titles
General Applied Probability & Statistics
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