Random Processes and Applications

Author: Chen Liangjun
Publisher:
Publish Date: 2003-06-01
Features: This book is written by the editor based on years of teaching experience in stochastic processes courses, drawing on the strengths of excellent textbooks from both domestic and international sources, especially adopting suggestions from some well-known experts and scholars in China. While emphasizing the fundamental theories and methods of stochastic processes, it strengthens applied examples and focuses on the combination of mathematical models and practical models. The content includes Probability Theory (Summary), Basic Concepts of Stochastic Processes, Several Important Stochastic Processes, Markov Processes, Mean-Square Calculus, Stationary Processes, and an Introduction to Time Series Analysis. It is suitable for use by master's students in science and engineering disciplines and senior undergraduate students.