A first course in stochastic processes / Samuel Karlin, Howard M. Taylor.
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...
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| Online Access: |
Full Text (via ScienceDirect) |
|---|---|
| Main Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
New York :
Academic Press,
[1975]
|
| Edition: | Second edition. |
| Subjects: |
MARC
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| 100 | 1 | |a Karlin, Samuel, |d 1923-2007, |e author. |0 http://id.loc.gov/authorities/names/n50046910 |1 http://isni.org/isni/0000000110766737. | |
| 245 | 1 | 2 | |a A first course in stochastic processes / |c Samuel Karlin, Howard M. Taylor. |
| 250 | |a Second edition. | ||
| 264 | 1 | |a New York : |b Academic Press, |c [1975] | |
| 264 | 4 | |c ©1975. | |
| 300 | |a 1 online resource (xvi, 557 pages) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent. | ||
| 337 | |a computer |b c |2 rdamedia. | ||
| 338 | |a online resource |b cr |2 rdacarrier. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 588 | |a Description based on print version record. | ||
| 650 | 0 | |a Stochastic processes. |0 http://id.loc.gov/authorities/subjects/sh85128181. | |
| 650 | 7 | |a Stochastic processes. |2 fast |0 (OCoLC)fst01133519. | |
| 700 | 1 | |a Taylor, Howard M., |e author. |0 http://id.loc.gov/authorities/names/n80123417 |1 http://isni.org/isni/0000000117605805. | |
| 776 | 0 | 8 | |i Print version: |a Karlin, Samuel, 1923-2007. |t First course in stochastic processes. |b 2d ed. |d New York : Academic Press, [1975] |z 0123985528 |w (DLC) 74005705 |w (OCoLC)1279526. |
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