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Stochastic processes. Repr. (English) Zbl 0932.60001
Classics in Applied Mathematics. 24. Philadelphia, PA: SIAM, Society for Industrial and Applied Mathematics. xix, 324 p. (1999).
This is a reprint of a classic introductory textbook on stochastic processes, a review of which can be found in Zbl 0107.12301. The chapter headlines are: 1 Random variables and stochastic processes. 2 Conditional probability and conditional expectation. 3 Normal processes and covariance stationary processes. 4 Counting processes and Poisson processes. 5 Renewal counting processes. 6 Markov chains: discrete parameter. 7 Markov chains: continuous parameter.
Reviewer: A.Schied (Berlin)

MSC:
60-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60G15 Gaussian processes
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60J27 Continuous-time Markov processes on discrete state spaces
60K05 Renewal theory
60G05 Foundations of stochastic processes
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