Theory of Stochastic Processes

"This is an important book which will also, I believe, be very successful..it is a carefully written and illuminating account of stochastic processes, writtenat a level which will make it useful to a large class of readers, certain as a consequence to be widely read, and thus a work of considerable importance."-The Australian Journal of Statistics"Here is a clear and readable exposition of everything in stochastic process theory that the non-specialist is likely to want to know."-Control"This book continues an authoritative line of published work in this field which concerns so much current work..The material is presented in a style which, together with the production and price, commands only one conclusion - buy it and use it."-ASLIB Book List

• 1. Introduction 2. The Random Walk 3. Markov Chains 4. Markov Processes with Discrete States in Continuous Time 5. Markov Processes in Continuous Time with Continuous State Space 6. Non-Markovian Processes 7. Stationary Processes: Time Domain 8. Stationary Processes: Frequency Domain 9. Point Processes