This user-friendly resource will help you grasp the concepts of probability and stochastic processes, so you can apply them in professional engineering practice. The book presents concepts clearly as a sequence of building blocks that are identified either as an axiom, definition, or theorem. This approach provides a better understanding of the material, which can be used to solve practical problems. The key features are: the text follows a single model that begins with an experiment consisting of a procedure and observations; the mathematics of discrete random variables appears separately from the mathematics of continuous random variables; stochastic processes are introduced in Chapter 6, immediately after the presentation of discrete and continuous random variables; subsequent material, including central limit theorem approximations, laws of large numbers, and statistical inference, then use examples that reinforce stochastic process concepts; and, an abundance of exercises are provided that help students learn how to put the theory to use.
- ISBN10 0470592516
- ISBN13 9780470592519
- Publish Date 8 October 2009 (first published 18 June 2004)
- Publish Status Out of Print
- Out of Print 1 July 2015
- Publish Country US
- Imprint John Wiley & Sons Inc
- Edition 2nd ed.
- Format eBook
- Pages 544
- Language English