The elements of Stochastic Processes

Аннотация

The text of this book is based on a course of lectures given during the fall and winter quarters, 1961-2, at the Department of Biostatistics, The Johns Hopkins University, Baltimore. It gives me great pleasure to acknowledge the encouragement received from Professor Allyn Kimball, while I was a Visiting Professor in his department. I am also indebted to the Milbank Memorial Fund of New York City for support during my tenure at The Johns Hopkins University. A shortened version of the lectures was presented at the same time at the National Institutes of Health, Bethesda, where I was fortunate to receive further stimulus from Dr. Jerome Cornfield and his colleagues.