Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely s

Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of e

This graduate-level text offers a comprehensive account of the general theory of stationary processes and develops the foundations of the general theory of stoc

Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Browni

Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy acce