Stationary Processes and Discrete Parameter Markov Processes

Viac o knihe

Focusing on weakly stationary processes and discrete parameter Markov processes, this textbook provides a clear introduction to stochastic processes. By starting with simple examples, the authors cultivate a deep understanding and intuition before delving into formal theory. This engaging method highlights essential concepts and computations in proofs, making it an excellent foundation for advanced study in the field.