This concise, informal introduction to stochastic processes evolving with time was designed to meet the needs of graduate students not only in mathematics and statistics, but in the many fields in which the concepts presented are important, including computer science, economics, business, biological science, psychology, and engineering.
With emphasis on fundamental mathematical ideas rather than proofs or detailed applications, the treatment introduces the following topics:
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Gregory F. Lawler is Professor of Mathematics and Statistics at the University of Chicago. He received the George Polya Prize in 2006 for his work with Oded Schramm and Wendelin Werner.
"Well-chosen examples and interesting exercises make this text a good choice for a first course in stochastic processes for a broad class of students." - Journal of the American Statistical Association
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