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.]

Series: Dover books on mathematicsDescription: xii, 403 pages : illustrations ; 23 cmISBN:

0486490998 (pbk.)
9780486490991 (pbk.)

Other title:

Introduction to probability and stochastic processes

Subject(s):

Genre/Form:

Print books.

LOC classification:

QA273 .M522 2013

Contents:

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.

Other editions: Reprint of (manifestation): Melsa, James L. Introduction to probability and stochastic processes.

Item type:

BOOKS

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Holdings ( 1 )
Title notes ( 3 )

Holdings
Current library	Home library	Call number	Status	Barcode
Alfaisal University On Shelf	Alfaisal University On Shelf	QA273 .M522 2013 (Browse shelf(Opens below))	Available	AU0000000004041

Total holds: 0

"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.