Introduction to Stochastic Models

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Introduction to Stochastic Models

ISBN : 9780486450377
Publisher : Dover Publications Inc.
Author(s) :
Publication Date :
Edition : 2 ed
Overview Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, the Poisson process; continuous-time stochastic processes; much more. Features worked examples as well as exercises and solutions.


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