Stochastic processes.

Stochastic processes.

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Bibliographic Details
Main Author:	Doob, Joseph L.
Format:	Book
Language:	English
Published:	New York, Wiley [1953]
Series:	Wiley publications in statistics.
Subjects:	Stochastic processes. Stochastic Processes Processus stochastiques. Mathématiques. Probabilités. Stochastische processen.

Table of Contents:

I. Introduction and Probability Background
II. Definition of a Stochastic Process{u2014}Principal Classes
III. Processes with Mutually Independent Random Variables
IV. Processes with Mutually Uncorrelated or Orthogonal Random Variables
V. Markov Processes{u2014}Discrete Parameter
VI. Markov Processes{u2014}Continuous Parameter
VII. Martingales
VIII. Processes with Independent Increments
IX. Processes with Orthogonal Increments
X. Stationary Processes{u2014}Discrete Parameter
XI. Stationary Processes{u2014}Continuous Parameter
XII. Linear Least Squares Prediction{u2014}Stationary (Wide Sense) Processes
Supplement
Appendix
Bibliography
Indes.