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Stochastic Processes

J.L. Doob
Publisher: 
John Wiley
Publication Date: 
1990
Number of Pages: 
664
Format: 
Paperback
Price: 
120.00
ISBN: 
978-0-471-52369-7
Category: 
Textbook
BLL Rating: 

The Basic Library List Committee considers this book essential for undergraduate mathematics libraries.

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Introduction and Probability Background.

Definition of a Stochastic Process--Principal Classes.

Processes with Mutually Independent Random Variables.

Processes with Mutually Uncorrelated or Orthogonal Random Variables.

Markov Processes--Discrete Parameter.

Markov Processes--Continuous Parameter.

Martingales.

Processes with Independent Increments.

Processes with Orthogonal Increments.

Stationary Processes--Discrete Parameter.

Stationary Processes--Continuous Parameter.

Linear Least Squares Prediction--Stationary (Wide Sense) Processes.

Supplement.

Appendix.

Bibliography.

Index.