A Second Course in Stochastic Processes

By: Howard M. Taylor, Samuel Karlin, Howard E. Taylor

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Hardcover | 28 April 1981

At a Glance

Hardcover
562 Pages

Dimensions(cm)
22.86 x 15.24 x 3.18

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This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of
A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.

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You Can Find This Book In

Economics, Finance, Business and Management Non-Fiction Mathematics Probability & Statistics Calculus & Mathematical Analysis Applied Mathematics Stochastics

Preface
Preface to A First Course
Preface to First Edition
Contents of A First Course
Algebraic Methods in Markov Chains
Ratio Theorems of Transition Probabilities and Applications
Sums of Independent Random Variables as a Markov Chain
Order Statistics, Poisson Processes, and Applications
Continuous Time Markov Chains
Diffusion Processes
Compounding Stochastic Processes
Fluctuation Theory of Partial Sums of Independent Identically Distributed Random Variables
Queueing Processes
Miscellaneous Problems
Index
Table of Contents provided by Publisher. All Rights Reserved.

A Second Course in Stochastic Processes

At a Glance

Hardcover

Shipping

How to return your order

Defective items

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