TY  - GEN
AU  - Parzen, Emanuel 
TI  - Stochastic processes
SN  - 9780486796888
U1  - 519.2 
PY  - 2015///
CY  - Mineola
PB  - Dover Publications
KW  - Mathematics
KW  - Probabilities
KW  - Applied mathematics
KW  - Time series analysis
KW  - Random Variable
KW  - Harmonic analysis
KW  - Markov chains
KW  - Integration
KW  - Differentiation
KW  - Statistical Physics
N1  - Includes bibliographical references (pages 307-313) and indexes
N2  - Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine conditional probability and conditional expectation, normal processes and covariance stationary processes, and counting processes and Poisson processes. The text concludes with explorations of renewal counting processes, Markov chains, random walks, and birth and death processes, including examples of the wide variety of phenomena to which these stochastic processes may be applied. Numerous examples and exercises complement every section

ER  -