Random process

Author: Fang Zhaoben
Publisher:
Publish Date: 2002-03-01
Features: This book introduces several basic stochastic processes frequently encountered in applications, such as the Poisson process, renewal process, Markov process, stationary process, Brownian motion, and linear stochastic differential equations. The material is rich, with each chapter combining numerous examples with practical backgrounds to explain fundamental concepts, accompanied by a certain number of exercises. This book can serve as a teaching text or reference for undergraduate and graduate students in science and engineering, or as an introductory reference for engineering and technical personnel applying stochastic processes. The book introduces several basic stochastic processes frequently encountered in applications, such as: Poisson process, renewal process, Markov process, stationary process, etc.