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Adventures in Stochastic Processes

ISBN-10: 0817635912
ISBN-13: 9780817635916
Edition: 2002
List price: $89.95 Buy it from $55.72
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Description: Highly Acclaimed Textbook!This text has been adopted at:Harvard University, Cambridge, MAGeorgia Institute of Technology, AtlantaCornell University, Ithaca, NYBowling Green State University, Bowling Green, OHElmhurst College, Elmhurst, ILUniversity  More...

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Book details

List price: $89.95
Copyright year: 2002
Publisher: Birkhauser Boston
Publication date: 9/3/1992
Binding: Hardcover
Pages: 626
Size: 6.75" wide x 9.75" long x 1.25" tall
Weight: 2.574
Language: English

Highly Acclaimed Textbook!This text has been adopted at:Harvard University, Cambridge, MAGeorgia Institute of Technology, AtlantaCornell University, Ithaca, NYBowling Green State University, Bowling Green, OHElmhurst College, Elmhurst, ILUniversity of North Carolina, Chapel HillKansas State University, ManhattanIowa State University, AmesTexas Tech University, LubbockMcGill University, Montreal, CanadaUniversity of Toronto, Canada"In summary, Resnik has succeeded to write a very fine textbook which will become popular among students as well as among professors preparing an introductory course on Stochastic processes." Internationale Mathematische Nachrichten"Definitely the best textbook for a second course in probability now available.Written with excruciating lucidity, and with an excellent choice of exercises." Gian-Carlo Rota, The Bulletin of Mathematics Books"A splendid book to bring home the value and importance of stochastic processes. Highly recommended." ChoiceThis textbook provides easy access to stochastic processes for students of applied science at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is very accessible to beginners but flexible enough to serve those who come to the course with strong backgrounds.Adventures in Stochastic Processes contains many examples, exercises, and applications of a practical and serious nature. Underlying principles of complex problems and computations are cleanly and quickly delineated through lively and rich vignettes of a personalized group of characters inhabiting our random world. Each chapter is fully supplemented with exercises.

Preface
Preliminaries: Discrete Index Sets and/or Discrete State Spaces
Markov Chains
Renewal Theory
Point Processes
Continuous Time Markov Chains
Brownian Motion
The General Random Walk
References
Index

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