Stochastic Processes

E274130

"Stochastic Processes" is a foundational textbook by Emanuel Parzen that rigorously introduces the theory and applications of random processes in probability and statistics.

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Stochastic Processes canonical 2

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Statements (40)

Predicate Object
instanceOf book
textbook
approach rigorous mathematical treatment
theoretical and applied
author Emanuel Parzen
surface form: E. Parzen

Emanuel Parzen
educationalLevel advanced undergraduate
graduate
field probability theory
statistics
stochastic processes
focus applications of stochastic processes
theory of stochastic processes
genre mathematics textbook
probability theory textbook
statistics textbook
hasForm print
hasReputation classic text in stochastic processes
includes exercises
worked examples
intendedAudience engineers
mathematicians
scientists
statisticians
language English
notableFor foundational treatment of stochastic processes
influence on probability and statistics education
timePeriodOfInfluence 20th century
21st century
topic Gaussian processes
Markov processes
Poisson processes
ergodic theory (probabilistic aspects)
martingales (introductory treatment)
random processes
spectral analysis of time series
stationary processes
usedIn courses on mathematical statistics
courses on probability theory
courses on stochastic processes

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Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Emanuel Parzen hasPublication Stochastic Processes
Sheldon M. Ross (born Sheldon M. Frisch) notableWork Stochastic Processes
subject surface form: Sheldon M. Ross