A first course in stochastic processes / Samuel Karlin, Howard M. Taylor.
Material type: TextPublisher: San Diego : Academic Press, [1975]Copyright date: ©1975Edition: Second editionDescription: xvi, 557 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 0123985528
- 9780123985521
- 1st course in stochastic processes
- 519.2
- QA274 .K37 1975
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 |
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519.2 JAC Probability essentials / | 519.2 KAL Foundations of modern probability / | 519.2 KAR A second course in stochastic processes / | 519.2 KAR A first course in stochastic processes / | 519.2 KAR A second course in stochastic processes / | 519.2 KLE Introduction to stochastic calculus with applications / | 519.2 KLO Numerical solution of SDE through computer experiments / |
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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