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A First Course in Stochastic Processes

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A First Course in Stochastic Processes Cover

 

Synopses & Reviews

Publisher Comments:

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.

About the Author

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.

U.S. Geological Survey, Boulder, Colorado, U.S.A.

Table of Contents

Preface. 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.

Product Details

ISBN:
9780123985521
Author:
Karlin, Samuel
Publisher:
Academic Press
Author:
Karlin, Samuel
Author:
Taylor, Karlin, Samuel, Howard
Author:
Taylor, Karlin, Samuel, Howard E.
Location:
New York :
Subject:
Mathematical Analysis
Subject:
Statistics
Subject:
Applied
Subject:
Probability
Subject:
Stochastic processes
Subject:
Probability & Statistics - General
Subject:
Vector Analysis
Subject:
Mathematics | Probability and Statistics
Edition Number:
2
Edition Description:
Includes bibliographical references and index.
Series Volume:
13
Publication Date:
19750431
Binding:
HARDCOVER
Language:
English
Illustrations:
Yes
Pages:
557
Dimensions:
9 x 6 in.

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Related Subjects


Reference » Science Reference » General
Science and Mathematics » Chemistry » General
Science and Mathematics » Mathematics » Analysis General
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Probability Theory
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

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