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A first course in stochastic processes

Author: Samuel Karlin; Howard M Taylor
Publisher: New York : Academic Press, [1975] ©1975
Edition/Format:   eBook : Document : English : Second editionView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Karlin, Samuel, 1923-2007.
First course in stochastic processes.
New York : Academic Press, [1975]
(DLC) 74005705
(OCoLC)1279526
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Samuel Karlin; Howard M Taylor
ISBN: 9780080570419 0080570410
OCLC Number: 787852298
Description: 1 online resource (xvi, 557 pages) : illustrations
Contents: 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.
Responsibility: Samuel Karlin, Howard M. Taylor.
More information:

Abstract:

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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