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Stochastic Processes

By Emanuel Parzen
eBook
$19.95
By Emanuel Parzen
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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 varia...

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Science & TechnologyMathematicsProbability Theory