An introduction to probability & stochastic processes
By: James L. Melsa, Andrew P. Sage
Contributors: Sage, Andrew P., author
Series: Dover books on mathematics; Dover books on mathematics
Published: 2013
Language: eng
Number of pages: 403
ISBN-13: 9780486490991
Copyright date: 2001
Subjects: Probabilities; Stochastic processes
Other titles: Introduction to probability and stochastic processes
Notes: "An unabridged republication of the work originally published by Prentice Hall, Inc., Englewood Cliffs, New Jersey, in 1973"--Title page verso.

Includes bibliographical references and index.
Table of contents: title: 1 .; title: Introduction -- -- 2.; title: Probability theory -- -- 3.; title: Random variables -- -- 4.; title: Functions of random variables -- -- 5.; title: Stochastic processes -- -- 6.; title: Linear system response to stochastic processes -- -- 7.; title: Gaussian processes -- -- 8.; title: Markov processes and stochastic differential equations -- -- appendix A.; title: Operational mathematics and the Laplace Transform -- -- appendix B.; title: System representations by state variables.