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| A FIRST COURSE IN STOCHASTIC PROCESSES
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To order this title, and for more information, click here
Second Edition
By
Samuel Karlin, Stanford University and The Weizmann Institute of Science
Howard Taylor, U.S. Geological Survey, Boulder, Colorado, U.S.A.
Description
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their
tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other.
The authors
have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added
many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory
discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation
phenomena associated with random sums, stationary stochastic processes, and diffusion theory.
Audience
Undergraduate and graduate students studying mathematics.
Contents
Preface. Elements of Stochastic Processes. Markov Chains. The Basic Limit Theorem of Markov Chains and Applications. Classical Examples
of Continuous Time Markov Chains. Renewal Processes. Martingales. Brownian Motion. Branching Processes. Stationary Processes. Review
of Matrix Analysis. Index.
| Bibliographic details |
Hardbound, 557 pages, publication date: MAR-1975
ISBN-13: 978-0-12-398552-1
ISBN-10: 0-12-398552-8
Imprint: ACADEMIC PRESS
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| Price and Ordering |
Price:
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USD 120
EUR 88.95
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Last update: 4 Sep 2009
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