A first course in stochastic processes
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...
| Main Author: | Karlin, Samuel, 1923-2007, |
|---|---|
| Other Authors: | Taylor, Howard M.,, ScienceDirect (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
New York :
Academic Press,
[1975]
|
| Physical Description: |
1 online resource (xvi, 557 pages) : illustrations. |
| Edition: | Second edition. |
| Subjects: |
Table of Contents:
- 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.