확률과정,stochastic_process

확률과정,stochastic_process (rev. 1.16)


정의: Process that develops in time according to probabilistic rules

stationary process: probabilistic rules가 시간에 따라 변하지 않는 stochastic process.


이산확률과정(discrete-time stochastic process)

Textbooks

Probability, Statistics, and Random Processes for Electrical Engineering (3rd edition), Leon-Garcia, Pearson International Edition.
[ISBN-0131471228] Leon-Garcia 3e - 번역판보유
Probability and Stochastic Processes: A Friendly Introduction to Electrical and Computer Engineers (3rd edition), Yates and Goodman, Wiley
[ISBN-1118324560]
2판은
[ISBN-0471272140]