An introduction to probability & stochastic processes / James L. Melsa, Dean Emeritus, College of Engineering, Iowa state University, Andrew P. Sage, University Professor and First American Bank Professor, Systems Engineering and Operations Research Department, George Mason University.
By: Melsa, James L [author.].
Contributor(s): Sage, Andrew P [author.].
Description: xii, 403 pages : illustrations ; 23 cm.ISBN: 0486490998 (pbk.); 9780486490991 (pbk.).Other title: Introduction to probability and stochastic processes.Subject(s): Probabilities | Stochastic processesGenre/Form: Print books.| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | QA273 .M522 2013 (Browse shelf) | Available | AU0000000004041 |
"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.
1 . Introduction -- 2. Probability theory -- 3. Random variables -- 4. Functions of random variables -- 5. Stochastic processes -- 6. Linear system response to stochastic processes -- 7. Gaussian processes -- 8. Markov processes and stochastic differential equations -- appendix A. Operational mathematics and the Laplace Transform -- appendix B. System representations by state variables.