Elements of Applied Stochastic Processes

This 3rd edition of the successful <i>Elements of Applied Stochastic Processes</i> improves on the last edition by condensing the material and organising it into a more teachable format. It provides more in-depth coverage of Markov chains and simple Markov process and gives added emphasis to statistical inference in stochastic processes. <ul> <li>Integration of theory and application offers improved teachability </li> <li>Provides a comprehensive introduction to stationary processes and time series analysis </li> <li>Integrates a broad set of applications into the text </li> <li>Utilizes a wealth of examples from research papers and monographs </li> </ul>