You might also like

More about First Course in Stochastic Processes

• Book details
• Synopsis
• Trending among others

You get 299 loyalty points

Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Probability & statistics

• Full title: First Course in Stochastic Processes
• Author: Samuel Karlin
• Language: English
• Binding: Hardback
• Number of pages: 576
• EAN: 9780123985521
• ISBN: 0123985528
• ID: 04434642
• Publisher: Elsevier Science Publishing Co Inc
• Weight: 1046 g
• Dimensions: 235 × 159 × 31 mm
• Published: 2016

Trending among others

---

---

---