A Second Course in Stochastic Processes

A Second Course in Stochastic Processes

Author
Samuel Karlin, Howard M. Taylor
Publisher
Academic Press
Language
English
Edition
1
Year
1981
Page
559
ISBN
0-12-398650-8
File Type
pdf
File Size
120.4 MiB

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.

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