An Introduction to Stochastic Modeling

Samuel Karlin; Howard M. Taylor

ISBN 10: 0126848874 / ISBN 13: 9780126848878

Published by Academic Press, 1998

About this Item

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Bibliographic Details

Title: An Introduction to Stochastic Modeling

Publisher: Academic Press

Publication Date: 1998

Binding: Hardcover

Condition: acceptable

Edition: 3rd Edition

About this title

Synopsis:

Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Third Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.

• Realistic applications from a variety of disciplines integrated throughout the text
• Plentiful, updated and more rigorous problems, including computer "challenges"
• Revised end-of-chapter exercises sets―in all, 250 exercises with answers
• New chapter on Brownian motion and related processes
• Additional sections on Matingales and Poisson process

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.