An Introduction to Stochastic Processes

Edward P. C.(Edward P.C. Kao) Kao0534255183, 9780534255183

Intended for a calculus-based course in stochastic processes at the graduate or advanced undergraduate level, this text offers a modern, applied perspective. Instead of the standard formal and mathematically rigorous approach usual for texts for this course, Edward Kao emphasizes the development of operational skills and analysis through a variety of well-chosen examples.