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First Course in Stochastic Processes by Howard E. Taylor and Samuel Karlin (1975, Trade Paperback / eBook)
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Brenham Book Company (1107)
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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.
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Product Identifiers
PublisherElsevier Science & Technology
ISBN-100123985528
ISBN-139780123985521
eBay Product ID (ePID)37647
Product Key Features
Number of Pages557 Pages
Publication NameFirst Course in Stochastic Processes
LanguageEnglish
Publication Year1975
SubjectProbability & Statistics / Stochastic Processes, Probability & Statistics / General, Applied, Mathematical Analysis
FeaturesRevised
TypeTextbook
Subject AreaMathematics
AuthorHoward E. Taylor, Samuel Karlin
FormatTrade Paperback / eBook
Dimensions
Item Weight32.7 Oz
Item Length9 in
Item Width6 in
Additional Product Features
Edition Number2
Intended AudienceCollege Audience
LCCN74-005705
Dewey Edition19
TitleLeadingA
IllustratedYes
Dewey Decimal519/.1
Table Of ContentPreface. 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. Review of Matrix Analysis. Index.
Edition DescriptionRevised edition
SynopsisThe 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.
LC Classification NumberQA274
