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

By: Contributor(s): Material type: TextTextPublisher: San Diego : Academic Press, [1975]Copyright date: ©1975Edition: Second editionDescription: xvi, 557 pages : illustrations ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0123985528
  • 9780123985521
Other title:
  • 1st course in stochastic processes
Subject(s): DDC classification:
  • 519.2
LOC classification:
  • QA274 .K37 1975
Contents:
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.
Summary: "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."--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 A526834B

Includes bibliographical references and index.

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.

"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."--Publisher description.

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