A First Course in Stochastic Processes

$65.00

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. Additional ISBNs 0123985528, 0123985536, 9780123985521, 9780123985538, 0080570410, 1280582480, 9780080570419, 9781280582486A First Course in Stochastic Processes 2nd Edition is written by Karlin, Samuel; Taylor, Howard E. and published by Academic Press. ISBNs for A First Course in Stochastic Processes are 9780123985521, 9780080570419, 0080570410 and the print ISBNs are 9780123985521, 0123985528. Additional ISBNs include 0123985528, 0123985536, 9780123985521, 9780123985538, 0080570410, 1280582480, 9780080570419, 9781280582486.

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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. Additional ISBNs 0123985528, 0123985536, 9780123985521, 9780123985538, 0080570410, 1280582480, 9780080570419, 9781280582486A First Course in Stochastic Processes 2nd Edition is written by Karlin, Samuel; Taylor, Howard E. and published by Academic Press. ISBNs for A First Course in Stochastic Processes are 9780123985521, 9780080570419, 0080570410 and the print ISBNs are 9780123985521, 0123985528. Additional ISBNs include 0123985528, 0123985536, 9780123985521, 9780123985538, 0080570410, 1280582480, 9780080570419, 9781280582486.