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Stochastic Processes by Emanuel Parzen
Book DescriptionThis introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions. Stochastic Processes is ideal for a course aiming to give examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models. It introduces the methods of probability model building and provides the reader with mathematically sound techniques as well as the ability to further study the theory of stochastic processes. Originally published in 1962, this was the first comprehensive survey of stochastic processes requiring only a minimal background in introductory probability theory and mathematical analysis. Stochastic Processes continues to be unique, with many topics and examples still not discussed in other textbooks.
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Book DetailsISBN: 9780898714418
(228mm x 152mm x 19mm)
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 1-Jan-1987
Country of Publication: United States
Books By Author Emanuel Parzen
Modern Probability Theory and Its Applications, Paperback (April 1992)» View all books by Emanuel Parzen
An introduction to probability theory which has been designed for students with a working knowledge of calculus. The text demonstrates how the reader can formulate a probability problem in a mathematical manner so that it can systematically be attacked by routine methods.
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