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  • Textbook
  • © 1974

Random Processes

Authors:

  1. M. Rosenblatt

    1. Department of Mathematics, University of California, San Diego, La Jolla, USA

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Part of the book series: Graduate Texts in Mathematics (GTM, volume 17)

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Table of contents (9 chapters)

  1. Front Matter

    Pages i-2
    PDF

  2. Introduction

    • M. Rosenblatt
    Pages 3-5

  4. Markov Chains

    • M. Rosenblatt
    Pages 36-67

  6. Stationary Processes

    • M. Rosenblatt
    Pages 100-119

  7. Markov Processes

    • M. Rosenblatt
    Pages 120-148

  9. Martingales

    • M. Rosenblatt
    Pages 182-199

  10. Additional Topics

    • M. Rosenblatt
    Pages 200-221

  11. Back Matter

    Pages 222-228
    PDF
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About this book

This text has as its object an introduction to elements of the theory of random processes. Strictly speaking, only a good background in the topics usually associated with a course in Advanced Calculus (see, for example, the text of Apostol [1]) and the elements of matrix algebra is required although additional background is always helpful. N onethe­ less a strong effort has been made to keep the required background on the level specified above. This means that a course based on this book would be appropriate for a beginning graduate student or an advanced undergraduate. Previous knowledge of probability theory is not required since the discussion starts with the basic notions of probability theory. Chapters II and III are concerned with discrete probability spaces and elements of the theory of Markov chains respectively. These two chapters thus deal with probability theory for finite or countable models. The object is to present some of the basic ideas and problems of the theory in a discrete context where difficulties of heavy technique and detailed measure theoretic discussions do not obscure the ideas and problems.
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Keywords

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Authors and Affiliations

  • Department of Mathematics, University of California, San Diego, La Jolla, USA

    M. Rosenblatt

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Bibliographic Information

  • Book Title: Random Processes

  • Authors: M. Rosenblatt

  • Series Title: Graduate Texts in Mathematics

  • DOI: https://doi.org/10.1007/978-1-4612-9852-6

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York Inc. 1974

  • Softcover ISBN: 978-1-4612-9854-0Published: 12 December 2011

  • eBook ISBN: 978-1-4612-9852-6Published: 06 December 2012

  • Series ISSN: 0072-5285

  • Series E-ISSN: 2197-5612

  • Edition Number: 2

  • Number of Pages: 228

  • Additional Information: Originally published by Oxford University Press 1962

  • Topics: Applications of Mathematics

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Buy it now

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

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