Random Process Exercises and Solutions

Author: Lu Chuanben
Publisher:
Publish Date: 2005-10-18
Features: This book compiles the author's more than 30 years of teaching experience in stochastic processes for undergraduate and graduate students. It analyzes and demonstrates typical examples from common topics in engineering, science, economics, or management disciplines, such as Markov chains, Poisson processes and renewal processes, second-order moment processes, stationary processes, Gaussian processes and Brownian motion, narrowband processes, Markov processes, and random processes through linear or nonlinear systems. Through learning and understanding, readers can improve their problem-solving reasoning and computational skills. This book can serve as a teaching aid or reference for undergraduate and graduate students in higher education institutions, a reference for related engineering and technical personnel, and also provides some assistance for postgraduate entrance examination candidates in certain fields.