By
Samuel Karlin, Stanford University and The Weizmann Institute of Science
Howard Taylor, U.S. Geological Survey, Boulder, Colorado, U.S.A.
Description
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.
Audience:
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.
