A first course in stochastic processes:
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Bibliographic Details
Main Author: Karlin, Samuel (Author)
Format: Electronic eBook
Language:English
Published: New York Academic Press 1975
Edition:2nd ed
Subjects:
Online Access:FAW01
FAW02
Volltext
Item Description:Includes bibliographical references and index
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
Physical Description:1 Online-Ressource (xvi, 557 p.)
ISBN:0080570410
0123985528
9780080570419
9780123985521

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