Random Process -- Graduate Textbook

Author: Wang Rongxin
Publisher:
Publish Date: 1987-12-01
Features: This book is a mathematics textbook suitable for engineering majors, covering fundamental knowledge of stochastic processes, the theory and applications of stationary processes, linear models and forecasting of stationary time series, Markov processes, and supplementary knowledge of probability theory at the end. When introducing concepts, the book emphasizes intuition and physical background, explains the significance and role of theorems and conclusions, and strives for accuracy and rigor in mathematical treatment. Each chapter is accompanied by numerous examples and exercises, facilitating both teaching and self-study. This book can serve as a textbook for graduate students or senior undergraduate students in engineering disciplines at universities, as well as a reference for technical workers.