Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming some background in calculus but none in measure theory, the complete, detailed, and well-written treatment is suitable for engineering students in applied mathematics and operations research courses as well as those in a wide variety of other scientific fields. Many numerical examples, worked out in detail, appear throughout the text, in addition to numerous end-of-chapter exercises and answers to selected exercises.
Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming some background in calculus but none in measure theory, the complete, detailed, and well-written treatment is suitable for engineering students in applied mathematics and operations research courses as well as those in a wide variety of other scientific fields. Many numerical examples, worked out in detail, appear throughout the text, in addition to numerous end-of-chapter exercises and answers to selected exercises.
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