A first course in stochastic processes

Author(s)

• Karlin, Samuel
• Taylor, Howard M.

Bibliographic Information

A first course in stochastic processes

Samuel Karlin, Howard M. Taylor

Academic Press, c1975

2nd ed

• Solutions to problems

Note

Solutions to problems (91 p. ; 23 cm.)

Place from 1975 printing's t.p. "New York, San Francisco, London". The AP's headquarters moved from New York City in 1983. AP's book division is relocated to Orlando, and in 1987 it joins AP's journal div. in San Diego, Calif

Sequeal to: A second course in stochastic processes

Previous ed.: by Samuel Karlin, 1966

Includes bibliographical references and index

Description and Table of Contents

Description

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.

Table of Contents

Preface. Elements of Stochastic Processes. Markov Chains. The Basic Limit Theorem of Markov Chains and Applications. Classical Examples of Continuous Time Markov Chains. Renewal Processes. Martingales. Brownian Motion. Branching Processes. Stationary Processes. Review of Matrix Analysis. Index.

by "Nielsen BookData"

Details

• NCID: BA0124163X
• ISBN:
  • 0123985528
  • 0123985536
• LCCN: 74005705
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xvi, 557 p.
• Size: 24 cm
• Classification:
  • LCC : QA274
  • DC : 519/.2
  • NDC8 : 417.1
• Subject Headings:
  • LCSH : Stochastic processes
  • NDLSH : 確率過程