内容

目次

Introduction and Probability Background. Definition of a Stochastic Process––Principal Classes. Processes with Mutually Independent Random Variables. Processes with Mutually Uncorrelated or Orthogonal Random Variables. Markov Processes––Discrete Parameter. Markov Processes––Continuous Parameter. Martingales. Processes with Independent Increments. Processes with Orthogonal Increments. Stationary Processes––Discrete Parameter. Stationary Processes––Continuous Parameter. Linear Least Squares Prediction––Stationary (Wide Sense) Processes. Supplement. Appendix. Bibliography. Index.