A Second Course in Stochastic Processes - 1st Edition - ISBN: 9780123986504, 9780080570501

A Second Course in Stochastic Processes

1st Edition

Authors: Samuel Karlin Howard Taylor
Hardcover ISBN: 9780123986504
eBook ISBN: 9780080570501
Imprint: Academic Press
Published Date: 28th April 1981
Page Count: 542
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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.

Readership

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.

Table of 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.

Details

No. of pages:
542
Language:
English
Copyright:
© Academic Press 1981
Published:
Imprint:
Academic Press
Hardcover ISBN:
9780123986504
eBook ISBN:
9780080570501

About the Author

Samuel Karlin

Affiliations and Expertise

Stanford University and The Weizmann Institute of Science

Howard Taylor

Howard E. Taylor is a research chemist with the National Research Program, Water Resources Division, U.S. Geological Survey located in Boulder, Colorado. Dr. Taylor has played a major role over the past 25 years in the development of plasma spectrometric techniques in analytical chemistry, as reflected in his more than 150 technical publications and the presentation of numerous papers at national and international technical meetings. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years.

Affiliations and Expertise

U.S. Geological Survey, Boulder, Colorado, U.S.A.

Reviews

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.