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| A SECOND COURSE IN STOCHASTIC PROCESSES
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To order this title, and for more information, click here
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.
Contents
Preface. Preface to A First Course. Preface to First Edition. Contents of A First Course. Algebraic Methods in Markov Chains. Ratio Theorems
of Transition Probabilities and Applications. Sums of Independent Random Variables as a Markov Chain. Order Statistics, Poisson Processes,
and Applications. Continuous Time Markov Chains. Diffusion Processes. Compounding Stochastic Processes. Fluctuation Theory of Partial
Sums of Independent Identically Distributed Random Variables. Queueing Processes. Miscellaneous Problems. Index.
| Bibliographic details |
Hardbound, 542 pages, publication date: APR-1981
ISBN-13: 978-0-12-398650-4
ISBN-10: 0-12-398650-8
Imprint: ACADEMIC PRESS
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| Price and Ordering |
Price:
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USD 114
GBP 72
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Last update: 4 Sep 2009
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