Basics of Probability and Stochastic Processes

• Main Author: Bas, Esra (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Subjects: Markov processes.; Engineering mathematics.; Combinatorics.; Quality control.; Reliability.; Industrial safety.; Markov model.; Engineering Mathematics.; Quality Control, Reliability, Safety and Risk.

This textbook explores probability and stochastic processes at a level that does not require any prior knowledge except basic calculus. It presents the fundamental concepts in a step-by-step manner, and offers remarks and warnings for deeper insights. The chapters include basic examples, which are r...

Table of Contents:

• Combinatorial Analysis
• Basic Concepts in Probability
• Conditional Probability, Bayes's Formula, Independent Events
• Introduction to Random Variables
• Discrete Random Variables
• Continuous Random Variables
• Other Selected Topics in Basic Probability
• A Brief Introduction to Stochastic Processes
• A Brief Introduction to Point Process, Counting Process, Renewal Process, Regenerative Process, Poisson Process
• Poisson Process
• Renewal Process
• An Introduction to Markov Chains
• Special Discrete-Time Markov Chains
• Continuous-Time Markov Chains
• An Introduction to Queueing Models
• Introduction to Brownian Motion
• Basics of Martingales
• Basics of Reliability Theory.