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An Introduction to Probability and Stochastic Processes
James L. MelsaAndrew P. Sage
出版Courier Corporation, 2013-09-18
主題Mathematics / Probability & Statistics / Stochastic Processes
ISBN04863159599780486315959
URLhttp://books.google.com.hk/books?id=XLLDAgAAQBAJ&hl=&source=gbs_api
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註釋Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. 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. 1973 edition.