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A First Course in Stochastic Processes (Hardcover, 2nd edition) Loot Price: R2,764
Discovery Miles 27 640
A First Course in Stochastic Processes (Hardcover, 2nd edition): Samuel Karlin, Howard E. Taylor

A First Course in Stochastic Processes (Hardcover, 2nd edition)

Samuel Karlin, Howard E. Taylor

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Loot Price R2,764 Discovery Miles 27 640 | Repayment Terms: R259 pm x 12*

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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.

General

Imprint: Academic Press Inc
Country of origin: United States
Release date: May 1975
First published: April 1975
Authors: Samuel Karlin • Howard E. Taylor
Dimensions: 229 x 152 x 31mm (L x W x T)
Format: Hardcover
Pages: 576
Edition: 2nd edition
ISBN-13: 978-0-12-398552-1
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 0-12-398552-8
Barcode: 9780123985521

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