Probability Theory and Stochastic Processes

The ultimate objective of this book is to present a panoramic view of the main shastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing.

In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book include...