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A First Course in Stochastic Processes (Hardcover, 2nd edition)
Loot Price: R2,735
Discovery Miles 27 350
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A First Course in Stochastic Processes (Hardcover, 2nd edition)
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Total price: R2,755
Discovery Miles: 27 550
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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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