Logo

Stochastic Processes by Leif Mejlbro

Small book cover: Stochastic Processes

Stochastic Processes
by

Publisher: BookBoon
ISBN-13: 9788776815240
Number of pages: 263

Description:
In this book you will find the basic stochastic processes mathematics that is needed by engineers and university students. Topics such as elementary probability calculus, density functions and stochastic processes are illustrated.

Home page url

Download or read it online for free here:
Download link 1
Download link 2

(multiple PDF files)

Similar books

Book cover: Stochastic Differential Equations: Models and NumericsStochastic Differential Equations: Models and Numerics
by - KTH
The goal of this course is to give useful understanding for solving problems formulated by stochastic differential equations models in science, engineering and finance. Typically, these problems require numerical methods to obtain a solution.
(2835 views)
Book cover: Markov Chains and Stochastic StabilityMarkov Chains and Stochastic Stability
by - Springer
The book on the theory of general state space Markov chains, and its application to time series analysis, operations research and systems and control theory. An advanced graduate text and a monograph treating the stability of Markov chains.
(15794 views)
Book cover: Reversibility and Stochastic NetworksReversibility and Stochastic Networks
by - John Wiley and Sons Ltd
The book on vector stochastic processes in equilibrium or stochastic networks, with wide range of applications. It covers the concept of reversibility, the output from a queue, and the epolymerization process quilibrium distribution.
(11263 views)
Book cover: Introduction to Stochastic ProcessesIntroduction to Stochastic Processes
by - The University of Texas at Austin
Contents: Probability review; Mathematica in 15 minutes; Stochastic Processes; Simple random walk; Generating functions; Random walks - advanced methods; Branching processes; Markov Chains; The 'Stochastics' package; Classification of States; etc.
(3341 views)