An introduction to probability and stochastic processes

MaRDI QIDQ2934758zbMATH OpenFDO

Authors Andrew P. Sage, James L. Melsa

Publication date 21 December 2014

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of probability theory (60Axx) Stochastic processes (60Gxx) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Discrete-time Markov processes on general state spaces (60J05)

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• New design of linear discrete-time predictor using covariance information
• A regularised estimator for long-range dependent processes
• Initiation aux Probabilités
• scientific article; zbMATH DE number 53034 (Why is no real title available?)
• Introduction to stochastics. A companion book to the lecture
• scientific article; zbMATH DE number 1738335 (Why is no real title available?)
• scientific article; zbMATH DE number 6945137 (Why is no real title available?)
• Basics of probability and stochastic processes
• Modeling of non-stationary ground motion using the mean reverting stochastic process

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