ENGLISH

A first course in stochastic processes

By Samuel Karlin , Howard M. Taylor

Book information

Publisher
Academic Press
Year
1975
ISBN
0123985528, 9780123985521
LCC
QA274 .K37 1975
Open Library ID
OL5045540M
Language
english
Format
DJVU
Filesize
5 MB (5051021 bytes)
Edition
2d ed
Pages
573\573
Library
kolxoz
DPI
600
Scanned
yes
Time added
2009-07-20 03:45:11

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 associated with random sums, stationary stochastic processes, and diffusion theory.

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