Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.Preface Probability theory and stochastic processes are playing an ever more popular role in all fields of engineering. ... of probability and stochastic processes that are needed for the areas of system analysis, control and communication. ... To assist the student, several simple exercises with answers have been placed at the end of each technical section to help in the mastery of that sectiona#39;s material.

Title | : | An Introduction to Probability and Stochastic Processes |

Author | : | James L. Melsa, Andrew P. Sage |

Publisher | : | Courier Corporation - 2013 |

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