Stochastic Processes in Engineering Systems

This book is a revision of Shastic Processes in Information and Dynamical Systems written by the first author (E.W.) and published in 1971. The book was originally written, and revised, to provide a graduate level text in shastic processes for students whose primary interest is its applications. It treats both the traditional topic of sta­ tionary processes in linear time-invariant systems as well as the more modern theory of shastic systems in which dynamic structure plays a profound role....