Offshore
 Welding
 Materials
 Technology
 Science
 Engineering
 Business & Economics
 Computers
 Reference
 Mathematics
 Architecture
 Photography
 Transportation
 Catalogues
 

Publications » Mathematics » Applied

First Course in Stochastic Processes

Price £61.99

temporarily out of stock

First Course in Stochastic Processes

Samuel Karlin, Howard Taylor

ISBN 0123985528
Pages 557

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.

Contents
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.