A First Course in Stochastic Processes
eBook - PDF

A First Course in Stochastic Processes

  1. 557 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

A First Course in Stochastic Processes

About this book

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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Yes, you can access A First Course in Stochastic Processes by Samuel Karlin,Howard E. Taylor in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Academic Press
Year
2012
Print ISBN
9780123985521
eBook ISBN
9780080570419
Edition
2
Topic
Mathematics
Subtopic
Applied Mathematics
Index
Mathematics

Table of contents

  1. Front Cover
  2. A First Course In Stochastic Processes
  3. Copyright Page
  4. Table of Contents
  5. Preface
  6. Preface to First Edition
  7. Chapter 1. ELEMENTS OF STOCHASTIC PROCESSES
  8. Chapter 2. MARKOV CHAINS
  9. Chapter 3. THE BASIC LIMIT THEOREM OF MARKOV CHAINS AND APPLICATIONS
  10. Chapter 4. CLASSICAL EXAMPLES OF CONTINUOUS TIME MARKOV CHAINS
  11. Chapter 5. RENEWAL PROCESSES
  12. Chapter 6. MARTINGALES
  13. Chapter 7. BROWNIAN MOTION
  14. Chapter 8. BRANCHING PROCESSES
  15. Chapter 9. STATIONARY PROCESSES
  16. Appendix: REVIEW OF MATRIX ANALYSIS
  17. Index