Random Process Theory and Applications

Author: Fan Pingyi
Publisher:
Publish Date: 2005-08-01
Features: This book references the teaching content of graduate courses from top universities worldwide and incorporates many recent research achievements in the theory and applications of stochastic processes. It provides an in-depth and detailed discussion on the theory, methods, and engineering application background of modern stochastic processes, emphasizing the fundamental theories and their potential applications. The book strengthens theoretical analysis in computation and programming, striving to align with international standards in both breadth and depth of content. The book covers topics such as: basic concepts and classification of stochastic processes, stationary processes and second-order moment processes, discrete martingales, Poisson processes and renewal processes, Brownian motion, Markov chains, and continuous-time Markov processes. Additionally, the content is structured in a clear and hierarchical manner through discussions and annotations to cater to the needs of readers with different backgrounds. This book serves as an introductory textbook for modern applied stochastic process theory and can be used as a required course material for senior undergraduate and graduate students. It is also suitable as a reference book for undergraduates, graduate students, teachers, researchers, and engineering and technical personnel.