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First Course in Stochastic Processes

Name: First Course in Stochastic Processes
Brand: Elsevier Science Publishing Co Inc
SKU: 04434642
Price: 116.25 EUR
Availability: InStock
Author: Samuel Karlin
ISBN: 9780123985521

Samuel Karlin

Language

English

Book Hardback

Libristo code: 04434642

Publishers Elsevier Science Publishing Co Inc, November 2015

The purpose, level, and style of this new edition conform to the tenets set forth in the original pr... Full description

Libristo code: 04434642

281 b

116.25 €

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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.