Random process content, methods and techniques

Author: Sun Qinghua Sun Hao
Publisher:
Publish Date: 2004-06-01
Features: This book is one of the series on the content, methods, and techniques of university mathematics, focusing on the basic theory and analysis, as well as problem-solving methods of stochastic processes. The content of the book is organized as follows: basic concepts of stochastic processes, Poisson stochastic processes, Markov chains, continuous-time Markov chains, stochastic analysis and stochastic differential equations, stationary processes, spectral analysis of stationary processes, Gaussian stochastic processes, and an introduction to time series analysis. The book explains concepts in a concise and easy-to-understand manner, delves into difficulties, and selects more than 300 typical examples to demonstrate the problem-solving methods and techniques of stochastic processes, aiming to cultivate readers' abilities to analyze and solve problems. Synchronous with teaching materials, this book is a valuable resource for both undergraduate and graduate students. The book focuses on the basic theory and analysis, as well as problem-solving methods of stochastic processes. The content is organized into eight aspects: basic concepts of stochastic processes, Poisson stochastic processes, Markov chains, continuous-time Markov chains, and so on.