Introduction to stochastic processes/ Paul G. Hoel, Sidney C. Port and Charles J. Stone

includes index

Markov Chains -- Stationary distributions of a markov chain -- Markov pure jump processes -- Second order processes -- Continuity, integration, and differentiation of second order processes -- Stochastic differential equations, estimation theory, and spectral distributions

An excellent introduction for computer scientists and electrical and electronics engineers who would like to have a good, basic understanding of stochastic processes! This clearly written book responds to the increasing interest in the study of systems that vary in time in a random manner. It presents an introductory account of some of the important topics in the theory of the mathematical models of such systems. The selected topics are conceptually interesting and have fruitful application in various branches of science and technology.