A First Course in Stochastic Processes
Samuel Karlin
Sold by Kennys Bookstore, Olney, MD, U.S.A.
AbeBooks Seller since October 9, 2009
New - Hardcover
Condition: New
Ships within U.S.A.
Quantity: 10 available
Add to basketSold by Kennys Bookstore, Olney, MD, U.S.A.
AbeBooks Seller since October 9, 2009
Condition: New
Quantity: 10 available
Add to basket1975. 2nd Edition. Hardcover. Num Pages: 557 pages, Illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 235 x 159 x 31. Weight in Grams: 896. . . . . . Books ship from the US and Ireland.
Seller Inventory # V9780123985521
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.
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