Adventures in Stochastic Processes

by Sidney I. Resnick

Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.

Genres: Mathematics, Science

638 pages, Hardcover

First published January 1, 1992

Reviews

[Maryam M.Gh]

My supervisor strongly encouraged me (!) to read some chapters of this book :)

[dead letter office · Rating 2 out of 5]

avoid. needlessly confusing and filled with stupid examples involving a maddening idiot named Happy Harry. not sure what graduate text is better, but there must be one out there (Ross?)