**Applied Stochastic Processes in Science and Engineering**

by Matt Scott

**Publisher**: University of Waterloo 2013**Number of pages**: 316

**Description**:

This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. Written for a senior undergraduate course offered to students with a suitably mathematical background.

Download or read it online for free here:

**Download link**

(5.4MB, PDF)

## Similar books

**Stochastic Analysis - Notes**

by

**I. F. Wilde**

A gentle introduction to the mathematics of Stochastic Analysis. From the table of contents: Introduction; Conditional expectation; Martingales; Stochastic integration - informally; Wiener process; Ito's formula; Bibliography.

(

**9464**views)

**Stochastic Calculus**

by

**Alan Bain**

An informal introduction to Stochastic Calculus, and especially to the Ito integral and some of its applications. The text concentrates on the parts of the course which the author found hard, there is little or no comment on more standard matters.

(

**9998**views)

**Reversibility and Stochastic Networks**

by

**F.P. Kelly**-

**John Wiley and Sons Ltd**

The book on vector stochastic processes in equilibrium or stochastic networks, with wide range of applications. It covers the concept of reversibility, the output from a queue, and the epolymerization process quilibrium distribution.

(

**10877**views)

**Markov Chains and Stochastic Stability**

by

**S.P. Meyn, R.L. Tweedie**-

**Springer**

The book on the theory of general state space Markov chains, and its application to time series analysis, operations research and systems and control theory. An advanced graduate text and a monograph treating the stability of Markov chains.

(

**15308**views)