Stochastic Processes (Second Edition)

Author: Liu Cihua
Publisher:
Publish Date: 2004-09-01
Features: This book is a textbook for the graduate course "Stochastic Processes." Its main contents include: concepts of stochastic processes, Poisson processes, Markov chains, continuous-time Markov chains, stationary random processes, spectral analysis of stationary random processes, time series analysis, etc. In addition to introducing basic theories, the book emphasizes the more practically used Poisson processes, Markov chains, and stationary processes. The explanations are as clear as possible, with numerous examples that are closely tied to practical applications. Each chapter is followed by exercises, and the book includes solutions to these exercises at the end for reference. This book can be used as a textbook or reference for master's degree students in science and engineering disciplines, as well as for teaching and working professionals in related fields.