Stochastic processes /

Stochastic processes /

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Bibliographic Details
Author / Creator:	Parzen, Emanuel, 1929-2016.
Imprint:	Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 1999.
Description:	1 online resource (xix, 324 pages) : illustrations.
Language:	English
Series:	Classics in applied mathematics ; 24 Classics in applied mathematics ; 24.
Subject:	Stochastic processes. Stochastic Processes Stochastic processes
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12577424

Hidden Bibliographic Details
Other authors / contributors:	Society for Industrial and Applied Mathematics.
ISBN:	9781611971125 1611971128 0898714419 9780898714418
Notes:	Title from title screen, viewed 04/05/2011. An unabridged, corrected republication of the work originally published by Holden-Day, Oakland, Calif., 1962. Includes bibliographical references (pages 307-313) and index.
Other form:	Print version: 0898714419 9780898714418

Table of Contents:

Preface to the Classics edition
Preface
Role of the Theory of stochastic processes
Chapter 1. Random variables and stochastic processes
Chapter 2. Conditional probability and conditional expectation
Chapter 3. Normal processes and covariance stationary processes
Chapter 4. Counting processes and Poisson processes
Chapter 5. Renewal counting processes
Chapter 6. Markov chains: discrete parameter
Chapter 7. Markov chains: continuous parameter
References
Author index
Subject index.