Stochastic Processes: An Introduction

by Peter Watts Jones, P. Smith

In this textbook the authors present an accessible introduction to stochastic processes for students in courses that have substantial mathematics or statistics content. It assumes that students have completed the usual first-year methods courses in calculus, differential equations and linear
algebra, as well as an introductory course in probability. The book covers random walks, Markov chains, birth and death processes, queues, reliability, and renewal and branching processes.

272 pages, Paperback

First published September 27, 2001