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Measure Theory, Probability, and Stochastic Processes
sidottu,
2022,
englanti,
ISBN 9783031142048
This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the …
Stationary Processes and Discrete Parameter Markov Processes
sidottu,
2022,
englanti,
ISBN 9783031009419
This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. Building from simple examples, …