First Course in Stochastic Processes

Name: First Course in Stochastic Processes
Price: 58.99 USD
Availability: InStock
ISBN: 9780123985521

ISBN-10: 0123985528

ISBN-13: 9780123985521

Edition: 2nd 1975 (Revised)

Authors: Samuel Karlin, Howard E. Taylor

List price: $137.00

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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…

Book details

List price: $137.00
Edition: 2nd
Copyright year: 1975
Publisher: Elsevier Science & Technology
Publication date: 5/2/1975
Pages: 557
Size: 6.00" wide x 9.00" long x 1.25" tall
Weight: 2.178



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