Stationary Processes and Discrete Parameter Markov Processes
Stationary Processes and Discrete Parameter Markov Processes
English | 2022 | ISBN: 303100941X | 466 Pages | PDF EPUB (True) | 26 MB
English | 2022 | ISBN: 303100941X | 466 Pages | PDF EPUB (True) | 26 MB
This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.