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Stochastic Processes

Publisher: 
John Wiley
Number of Pages: 
664
Price: 
120.00
ISBN: 
978-0-471-52369-7
Date Received: 
Tuesday, February 27, 2007
Reviewable: 
Yes
Include In BLL Rating: 
Yes
J.L. Doob
Publication Date: 
1990
Format: 
Paperback
Category: 
Textbook
BLL Committee
01/26/2009
BLL Rating: 
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.

Publish Book: 
Modify Date: 
Monday, January 26, 2009

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