Second Course in Stochastic Processes

Name: Second Course in Stochastic Processes
Price: 76.03 USD
Availability: InStock
ISBN: 9780123986504

ISBN-10: 0123986508

ISBN-13: 9780123986504

Edition: 1981

Authors: Samuel Karlin, Howard E. Taylor

List price: $127.00

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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.

Book details

List price: $127.00
Copyright year: 1981
Publisher: Elsevier Science & Technology
Publication date: 6/29/1981
Pages: 542
Size: 5.98" wide x 9.02" long x 0.48" tall
Weight: 1.980
Language: English



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