Application of random processes

Author: Qian Minping Gong Guanglu
Publisher:
Publish Date: 1998-10-01
Features: This book introduces the theory and methods of applied stochastic processes. It focuses on the concepts, methodologies, and computational examples of stochastic processes while avoiding the mathematical rigor of measure theory. It aims to enable readers with only a background in advanced mathematics and elementary probability theory to read and learn the main parts of the book. The book is divided into nine chapters, covering topics such as: Introduction and Examples, Random Walks and Brownian Motion, Discrete-Time Parameter Markov Chains, Applications and Special Cases of Markov Chains, Processes and Their Applications, Random Iterative Maps and Discrete-Time Continuous-State Markov Chains, Stationary Sequences, Measure-Preserving Maps, and an Introduction to Ergodic Theory.