A First Course In Stochastic Processes, Second Edition

Brand: Academic Press
SKU: DADAX0123985528
ISBN : 9780123985521
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A First Course in Stochastic Processes, Second Edition

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.

Specifications of A First Course in Stochastic Processes, Second Edition

GENERAL
AuthorSamuel Karlin, Howard M. Taylor
BindingHardcover
LanguageEnglish
Edition2
ISBN-100123985528
ISBN-139780123985521
PublisherAcademic Press
Number Of Pages557
Publication Date1975-04-11
DIMENSIONS
Height9.32 inch.
Length6.34 inch.
Width1.25 inch.
Weight1.98 pounds.

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