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An Introduction to Probability and Stochastic Processes

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Cover of 'An Introduction to Probability and Stochastic Processes'

Table of Contents

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    Book Overview
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    Chapter 1 Univariate Random Variables
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    Chapter 2 Multivariate Random Variables
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    Chapter 3 Limit Laws
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    Chapter 4 Markov Chains—Passage Phenomena
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    Chapter 5 Markov Chains—Stationary Distributions and Steady State
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    Chapter 6 Markov Jump Processes
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    Chapter 7 Ergodic Theory with an Application to Fractals
Attention for Chapter 2: Multivariate Random Variables
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