Introduction to stochastic processes

By:

Contributor(s):

Material type: Text

Subject(s):

DDC classification:

Contents:

1. Markov Chains

2. Stationary distributions of a Markov chain

3. Markov pure jump processes

4. Second-order processes

5. Continuity, integration, and differentiation of second-order processes

6. Stochastic differential equations, estimation theory, and spectral distributions

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds	Course reserves
Reference	IIITD Reference	Mathematics	REF 519.2 HOE-I (Browse shelf(Opens below))	Not for loan		013542		Stochastic Processes and Applicaitions UG, PG MNS25

Total holds: 0

Includes index.