A First Course in Stochastic Processes

Samuel Karlin; Howard M. Taylor

ISBN 10: 0123985528 / ISBN 13: 9780123985521

Published by Academic Press (edition 2nd Revised ed.), 1975

About this Item

It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

Seller Inventory # 0123985528-11-1

Bibliographic Details

• Title: A First Course in Stochastic Processes
• Publisher: Academic Press (edition 2nd Revised ed.)
• Publication Date: 1975
• Language: English
• ISBN 10: 0123985528
• ISBN 13: 9780123985521
• Binding: Product Bundle
• Edition: 2nd Revised ed.
• Condition: Very Good

About this title

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.

About the Author

Howard E. Taylor is a research chemist with the National Research Program, Water Resources Division, U.S. Geological Survey located in Boulder, Colorado. Dr. Taylor has played a major role over the past 25 years in the development of plasma spectrometric techniques in analytical chemistry, as reflected in his more than 150 technical publications and the presentation of numerous papers at national and international technical meetings. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years.