An Introduction to Probability and Stochastic Processes
An Introduction to Probability and Stochastic ProcessesAndrew P. Sage
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An Introduction to Probability and Stochastic Processes

An Introduction to Probability and Stochastic Processes

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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.