A First Course in Stochastic Processes - Softcover

Karlin, Samuel

  • 4.37 out of 5 stars
    19 ratings by Goodreads
 
9781483254241: A First Course in Stochastic Processes
Softcover
ISBN 10: 1483254240 ISBN 13: 9781483254241
Publisher: Academic Press, 2014

Synopsis

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.

"synopsis" may belong to another edition of this title.

Publisher
Academic Press
Publication date
2014
Language
English
ISBN 10 
1483254240
ISBN 13 
9781483254241
Binding
Paperback
Number of pages
514
Rating
  • 4.37 out of 5 stars
    19 ratings by Goodreads

Other Popular Editions of the Same Title

9780123985507: A First Course in Stochastic Processes

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ISBN 10:  0123985501 ISBN 13:  9780123985507
Publisher: Academic Press, 1968
Hardcover