Melsa, James L.
An introduction to probability & stochastic processes / Introduction to probability and stochastic processes James L. Melsa, Andrew P. Sage. - New York : Dover Publications, Inc., c2013. - xii, 403 p. : ill. ; 23 cm. - Dover books on mathematics . - Dover books on mathematics. .
"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.
Introduction -- Probability theory -- Random variables -- Functions of random variables -- Stochastic processes -- Linear system response to stochastic processes -- Gaussian processes -- Markov processes and stochastic differential equations -- Operational mathematics and the Laplace Transform -- System representations by state variables. 1 . 2. 3. 4. 5. 6. 7. 8. appendix A. appendix B.
9780486490991 (pbk.) 0486490998 (pbk.)
2014395369
Probabilities.
Stochastic processes.
QA273 / .M45 2013
An introduction to probability & stochastic processes / Introduction to probability and stochastic processes James L. Melsa, Andrew P. Sage. - New York : Dover Publications, Inc., c2013. - xii, 403 p. : ill. ; 23 cm. - Dover books on mathematics . - Dover books on mathematics. .
"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.
Introduction -- Probability theory -- Random variables -- Functions of random variables -- Stochastic processes -- Linear system response to stochastic processes -- Gaussian processes -- Markov processes and stochastic differential equations -- Operational mathematics and the Laplace Transform -- System representations by state variables. 1 . 2. 3. 4. 5. 6. 7. 8. appendix A. appendix B.
9780486490991 (pbk.) 0486490998 (pbk.)
2014395369
Probabilities.
Stochastic processes.
QA273 / .M45 2013