Random process

Author: Zhang Zhuokui
Publisher:
Publish Date: 2003-09-01
Features: This book is one of the graduate series textbooks, written according to the requirements of engineering graduate students for learning stochastic processes. Its content includes the basics of probability theory, fundamental concepts of stochastic processes, stochastic analysis, stationary processes, Markov processes, queuing and service systems, renewal processes, time series analysis, martingale processes, etc. Exercises are provided at the end of each chapter. The book is concise and easy to understand, suitable for readers with a foundation in advanced mathematics and engineering probability theory. It can serve as a textbook or teaching reference for graduate students and senior undergraduate students in engineering, as well as a reference for faculty and engineering technicians in science and engineering fields.