A Second Course in Stochastic Processes
- Samuel Karlin
- Howard Taylor
This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.
Readers of this book are assumed to be familiar with the elementary theory of probability as presented in the first half of Feller's classic Introduction to Probability and Its Applications.