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A second course in stochastic processes / Samuel Karlin, Howard M. Taylor.

By: Contributor(s): Material type: TextTextPublisher: San Diego : Academic Press, [1981]Copyright date: ©1981Description: xviii, 542 pages : graphs ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0123986508
  • 9780123986504
Other title:
  • 2nd course in stochastic processes
Subject(s): DDC classification:
  • 519.2 19
LOC classification:
  • QA274 .K372
Contents:
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 -- Queuing processes.
Summary: "Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors' aim is to present the subject of Brownian motion not as a dry part of mathematical analysis, but to convey its real meaning and fascination. The opening, heuristic chapter does just this, and it is followed by a comprehensive and self-contained account of the foundations of theory of stochastic processes. Chapter 3 is a lively and readable account of the theory of Markov processes. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.; ; ; RECORD: .b13725178; URL: http://catdir.loc.gov/catdir/description/els031/80000533.html; HTML TOC:; ; ; ; Publisher description for Library of Congress control number 80000533; ; ; ; ; ; Publisher description for A second course in stochastic processes / Samuel Karlin, Howard M. Taylor.; ; ; Bibliographic record and links to related information available from the Library of Congress catalog; 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."--Publisher description.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 519.2 KAR (Browse shelf(Opens below)) 1 Available A527180B
Book City Campus City Campus Main Collection 519.2 KAR (Browse shelf(Opens below)) 1 Available A526549B

Continues 'A first course in stochastic processes'.

Includes bibliographical references and index.

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 -- Queuing processes.

"Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors' aim is to present the subject of Brownian motion not as a dry part of mathematical analysis, but to convey its real meaning and fascination. The opening, heuristic chapter does just this, and it is followed by a comprehensive and self-contained account of the foundations of theory of stochastic processes. Chapter 3 is a lively and readable account of the theory of Markov processes. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.; ; ; RECORD: .b13725178; URL: http://catdir.loc.gov/catdir/description/els031/80000533.html; HTML TOC:; ; ; ; Publisher description for Library of Congress control number 80000533; ; ; ; ; ; Publisher description for A second course in stochastic processes / Samuel Karlin, Howard M. Taylor.; ; ; Bibliographic record and links to related information available from the Library of Congress catalog; 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."--Publisher description.

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