An Introduction to Stochastic ModelingBy
- Mark Pinsky
- Samuel Karlin
Paperback, 584 Pages
Published: December 2010
Imprint: Academic Press
PRAISE FOR THE SECOND EDITION
This book is a valuable resource for anyone studying combustion processes."
--David L. Liscinsky, United Technologist Research Center, in AIAA JOURNAL This is an excellent text-book ... The narrative is clear, careful and detailed but, at the same time, designed to draw (not to bore) the reader in. The main strengths, in my opinion, are the wealth of convincing applications, which are discussed at some, but not too much length after each bit of theoretical development, and the large number of exercises given at the ends of sections, not just at the ends of chapters."
--Martin Crowder, University of Surrey, Guildford, in THE STATISTICIAN
Conditional Probability and Conditional Expectation
Markov Chains: Introduction
The Long Run Behavior of Markov Chains
Continuous Time Markov Chains
Brownian Motion and Related Processes
Characteristic Functions and Their Applications