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Focusing on stochastic processes, this textbook offers an engaging and accessible approach to modeling time-varying randomness. It features numerous examples, exercises, and computational procedures, making it suitable for students across various applied sciences. The content is modularized, clearly distinguishing between rigorous proofs and plausibility arguments, catering to both beginners and those with a strong background. Designed for readers with a graduate-level understanding of pre-measure theoretic probability, it avoids advanced conditioning concepts until later chapters.
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Adventures in Stochastic Processes, Sidney I. Resnick
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- 2013
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