
A Second Course in Stochastic Processes
Academic Press
Published on 29. June 1981
Book
Hardback
560 pages
978-0-12-398650-4 (ISBN)
Description
This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of
A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.
A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.
More details
Language
English
Place of publication
San Diego
United States
Publishing group
Elsevier Science Publishing Co Inc
Target group
College/higher education
Readers of this book are assumed to be familiar with the elementary theory of probability as presented in the first half of Feller's classic <b>Introduction to Probability and Its Applications</b>.
Product notice
Laminated cover
Dimensions
Height: 237 mm
Width: 160 mm
Thickness: 31 mm
Weight
921 gr
ISBN-13
978-0-12-398650-4 (9780123986504)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Samuel Karlin | Howard E. Taylor
A Second Course in Stochastic Processes
E-Book
06/1981
Academic Press
€86.95
Available for download
Persons
Howard E. Taylor is a research chemist with the National Research Program, Water Resources Division, U.S. Geological Survey located in Boulder, Colorado. Dr. Taylor has played a major role over the past 25 years in the development of plasma spectrometric techniques in analytical chemistry, as reflected in his more than 150 technical publications and the presentation of numerous papers at national and international technical meetings. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years.
Author
Stanford University and The Weizmann Institute of Science
U.S. Geological Survey, Boulder, Colorado, U.S.A.
Content
Preface. Preface to A First Course. Preface to First Edition. Contents of A First Course. Algebraic Methods in Markov Chains. Ratio Theorems of Transition Probabilities and Applications. Sums of Independent Random Variables as a Markov Chain. Order Statistics, Poisson Processes, and Applications. Continuous Time Markov Chains. Diffusion Processes. Compounding Stochastic Processes. Fluctuation Theory of Partial Sums of Independent Identically Distributed Random Variables. Queueing Processes. Miscellaneous Problems. Index.