Models of Random Processes

By Kuznetsov, Yu N., Shurenkov, V. M., Igorʹ Nikolaevich Kovalenko

Subjects: Branching processes, Stochastic processes, Renewal theory, Markov processes, Simulation., Probabilities, Random variables, Ergodic theory, Mathematical statistics

Description: The handbook is based on an axiomatic definition of probability space, with strict definitions and constructions of random processes. Emphasis is placed on the constructive definition of each class of random processes, so that a process is explicitly defined by a sequence of independent random variables and can easily be implemented into the modelling. Models of Random Processes: A Handbook for Mathematicians and Engineers will be useful to researchers, engineers, postgraduate students and teachers in the fields of mathematics, physics, engineering, operations research, system analysis, econometrics, and many others.