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Basics of Probability and Stochastic Processes

  • Esra Bas
Textbook

Table of contents

  1. Front Matter
    Pages i-ix
  2. Basics of Probability

  3. Basics of Stochastic Processes

    1. Front Matter
      Pages 123-123
    2. Esra Bas
      Pages 149-161
    3. Esra Bas
      Pages 163-178
    4. Esra Bas
      Pages 179-198
    5. Esra Bas
      Pages 199-215
    6. Esra Bas
      Pages 217-231
    7. Esra Bas
      Pages 233-252
    8. Esra Bas
      Pages 253-263
    9. Esra Bas
      Pages 265-272
    10. Esra Bas
      Pages 273-292
  4. Back Matter
    Pages 293-307

About this book

Introduction

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 revisited as the new concepts are introduced. To aid learning, figures and diagrams are used to help readers grasp the concepts, and the solutions to the exercises and problems. Further, a table format is also used where relevant for better comparison of the ideas and formulae. The first part of the book introduces readers to the essentials of probability, including combinatorial analysis, conditional probability, and discrete and continuous random variable. The second part then covers fundamental stochastic processes, including point, counting, renewal and regenerative processes, the Poisson process, Markov chains, queuing models and reliability theory. Primarily intended for undergraduate engineering students, it is also useful for graduate-level students wanting to refresh their knowledge of the basics of probability and stochastic processes.


Keywords

Markov chains Random variables Discrete random variables Continuous random variables Queueing models Reliability theory Poisson process Brownian motion

Authors and affiliations

  • Esra Bas
    • 1
  1. 1.Industrial EngineeringIstanbul Technical UniversityIstanbulTurkey

Bibliographic information