《随机过程探究》(美)雷斯尼克 著 世界图书出版公司 2011/1/1
内容简介:
while this is a book about harry and hisadventurous life, it is primarily a serious text about stochasticprocesses. it features the basic stochas-tic processes that arenecessary ingredients for building models of a wide variety ofphenomena exhibiting time varying randomness.
the book is intended as a first year graduate text for coursesusually called stochastic processes (perhaps amended by the words"applied" or "introduction to ... ") or applied probability, orsometimes stochastic modelling. it is meant to be very accessibleto beginners, and at the same time, to serve those who come to thecourse with strong backgrounds. this flexiblity also permits theinstructor to push the sophistication level up or down. for thenovice, discussions and motivation are given carefully and in greatdetail. in some sections beginners are advised to skip certaindevel-opments, while in others, they can read the words and skipthe symbols in order to get the content without more technicaldetail than they are ready to assimilate. in fact, with thenumerous readings and variety of prob-lems, it is easy to carve apath so that the book challenges more advanced students, butremains instructive and manageable for beginners. some sections arestarred and come with a warning that they contain material which ismore mathematically demanding. several discussions have beenmodularized to facilitate flexible adaptation to the needs ofstudents with differing backgrounds. the text makes crystal cleardistinctions between the following: proofs, partial proofs,motivations, plausibility arguments and good old fashionedhand-waving.
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