A first course in stochastic processes /:

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...

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Bibliographic Details
Main Authors: Karlin, Samuel, 1923-2007 (Author), Taylor, Howard M. (Author)
Format: Electronic eBook
Language:English
Published: New York : Academic Press, [1975]
Edition:Second edition.
Subjects:
Online Access:DE-862
DE-863
DE-862
DE-863
Summary: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 resource (xvi, 557 pages) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:9780080570419
0080570410

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