Stochastic Processes (Dover Books on Mathematics) by Emanuel Parzen (PDF)

Description

Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine conditional probability and conditional expectation, normal processes and covariance stationary processes, and counting processes and Poisson processes. The text concludes with explorations of renewal counting processes, Markov chains, random walks, and birth and death processes, including examples of the wide variety of phenomena to which these stochastic processes may be applied. Numerous examples and exercises complement every section.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐This is a classic in stochastic processes. It is targeted to those who will use the material in practice and it is not a theoretical text. It has excellent material on martingales, Poisson Processes, Wiener processes, and the like. It is dated and I had used it when it first came out. It is useful for anyone working in the area. If one is doing research in the mathematical areas this is not the book for you. This is quite useful for those in engineering, controls and communications, and others areas using random process theory. It covers the basics.

⭐This is a very good book for applied stochastic processes for senior undergraduates and beginning graduate students. It’s much more readable than most of the others that I have seen.

⭐Not the best material if you are new to the field and look for introductory material. It looks quite focused on formal definitions.

⭐A necessary book for fanatic of stochastic processes. Weiner process are also reported. The book is fundamental for those who want to have a deep understanding of stochastic processes

⭐Não compre esse ebook. A formatação/edição está horrível. Fica muito difícil de seguir o raciocínio e as fórmulas são quase todas impossíveis de ler.Muy bueno el libro y llego en el tiempo especificado y muy bienExcelente livro

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