Paul G.Hoel – Introduction to Stochastic Processes
Paul G.Hoel – Introduction to Stochastic Processes
Paul G.Hoel – Introduction to Stochastic Processes
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Description
PAUL G.HOEL – INTRODUCTION TO STOCHASTIC PROCESSES
An excellent introduction for electrical, electronics engineers and computer scientists who would like to have a basic understanding of the processes. The book responds to the increasing interest in the study of systems that vary in time in a random manner. There are some important topics in the theory of the mathematical models of such systems. The topics selected have applications in various branches of science and technology.
REVIEW
This text has the highest possible mathematical standards for a book at this level. I would not teach a course without it.
The topics in this book can be covered in one semester. The topics chosen are important in theory, but also applicable to many areas such as economics, finance, engineering, and so on. The presentation is easy to understand.
A classic book that looks better as time goes by.
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