Essentials of Stochastic Processes (Springer Texts in Statistics)
A focused graduate text covering Markov chains, Poisson processes, renewal theory, and martingales with clear explanations and practical examples.
About This Book
Essentials of Stochastic Processes presents the fundamental concepts and methods used to model random phenomena over time.
The text covers Markov chains, Poisson processes, renewal theory, and martingales with clear explanations and examples.
Designed for graduate students in statistics and related fields, the book balances rigorous theory with practical applications.
Each chapter builds systematically on previous material, helping readers develop a solid understanding of stochastic modeling techniques.
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