A First Course in Stochastic Processes

Samuel Karlin, Howard M. Taylor

ISBN 10: 0123985528 / ISBN 13: 9780123985521

Published by Academic Press, Inc., San Diego, California, 1975

About this Item

The book is in good physical condition with a sturdy hardcover binding. There are no visible inscriptions or library markings. The spine and cover show minimal wear, and the pages are clean and intact. No dust jacket is present.

Seller Inventory # A22-B8-ICR-0553

Bibliographic Details

• Title: A First Course in Stochastic Processes
• Publisher: Academic Press, Inc., San Diego, California
• Publication Date: 1975
• Language: English
• ISBN 10: 0123985528
• ISBN 13: 9780123985521
• Binding: Hardcover
• Edition: Second Edition.
• Condition: Good
• Dust Jacket Condition: unknown (no jacket visible)

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.