The Theory of Stochastic Processes - 9781138460348

CRC Press

This book should be of interest to undergraduate and postgraduate students of probability theory. > This book should be of interest to undergraduate and postgraduate students of probability theory. > 1. Introduction 2. The Random Walk 3. Markov Chains 4. Markov Processes with Discrete States in Continuous Time 5. Markov Processes in Continuous Time with Continuous State Space 6. Non-Markovian Processes 7. Stationary Processes: Time Domain 8. Stationary Processes: Frequency Domain 9. Point Processes > \""This is an important book which will also, I believe, be very successful..it is a carefully written and illuminating account of stochastic processes, writtenat a level which will make it useful to a large class of readers, certain as a consequence to be widely read, and thus a work of considerable importance.\""-The Australian Journal of Statistics\""Here is a clear and readable exposition of everything in stochastic process theory that the non-specialist is likely to want to knt