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Stochastic Processes: An Introduction (Arnold Texts in Statistics)
Stochastic Processes An Introduction - Arnold Texts in Statistics Author:P. W. Jones, P. Smith, P. W. Jones 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 probabil... more »ity. The book covers random walks, Markov chains, birth and death processes, queues, reliability, and renewal and branching processes.« less