A Second Course in Stochastic Processes

1st Edition

Authors:

  • Samuel Karlin
  • Howard Taylor
    • Not Applicable ISBN 9780123986504

    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:
    © 1981
    Published:
    Imprint:
    Academic Press
    Not Applicable ISBN:
    9780123986504

    About the authors

    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.