Stochastic Processes and Their Applications

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This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and exercises, the author presents the subject in a comprehensible, practically oriented way, but he also includes some important proofs and theoretically challenging examples and ...

Stochastic Processes and Their Applications 2001, CRC Press, Boca Raton, FL

ISBN-13: 9780415272322

Hardcover

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