Random Process: Content, Methods, and Techniques

Author: Sun Qinghua
Publisher:
Publish Date: 2004-06-01
Features: This book is one of the series on the content, methods, and techniques of university mathematics, focusing on the basic theory and analysis, as well as problem-solving methods of stochastic processes. The content of the book is organized as follows: basic concepts of stochastic processes, Poisson stochastic processes, Markov chains, continuous-time Markov chains, stochastic analysis and stochastic differential equations, stationary processes, spectral analysis of stationary processes, Gaussian stochastic processes, and an introduction to time series analysis. The book explains concepts in a concise and easy-to-understand manner, thoroughly clarifies difficulties, and selects over 300 typical examples to demonstrate the problem-solving methods and techniques of stochastic processes, aiming to cultivate readers' ability to analyze and solve problems. The book is synchronized with teaching materials and is a valuable resource for university and graduate students. It focuses on the basic theory and analysis, as well as problem-solving methods of stochastic processes. The content of the book is organized into eight aspects: basic concepts of stochastic processes, Poisson stochastic processes, Markov chains, continuous-time Markov chains, and so on.