Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This

Stochastic Processes, Introduction, Covariance functions, Second order calculus, Karhunen-loeve expansion, Estimation problems, Notes; Spectral theory and predi

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jump

In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Sta