Introduction to Stochastic Processes

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

This chapter briefly discusses stochastic processes, including Markov processes, Poisson processes, renewal processes, quasi-renewal processes, and nonhomogeneous Poisson processes. The chapter also provides a short list of books for readers who are interested in advanced topics in stochastic processes.

Original languageEnglish (US)
Title of host publicationSpringer Handbooks
PublisherSpringer Science and Business Media Deutschland GmbH
Pages137-151
Number of pages15
DOIs
StatePublished - 2023

Publication series

NameSpringer Handbooks
ISSN (Print)2522-8692
ISSN (Electronic)2522-8706

All Science Journal Classification (ASJC) codes

  • General

Keywords

  • Markov processes
  • Nonhomogeneous Poisson processes
  • Poisson processes
  • Renewal processes
  • Stochastic processes

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