An Introduction to Probability and Stochastic Processes
(Produkt nebyl zatím hodnocen)
Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. The coverage extends to major concepts essential to modern systems analysis and presents several applications of theory to realistic practical problems in science and technology. Numerous examples and problems appear throughout the text, many with worked-out solutions.
- ISBN: 978-0-486-49099-1
- EAN: 9780486490991