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" A second course in stochastic processes / "
Samuel Karlin, Howard M. Taylor.
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BL
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| Record Number
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891774
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| Main Entry
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Karlin, Samuel,1923-2007
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| Title & Author
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A second course in stochastic processes /\ Samuel Karlin, Howard M. Taylor.
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| Publication Statement
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New York :: Academic Press,, ©1981.
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xviii, 542 pages :: graphs ;; 24 cm
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| ISBN
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0123986508
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: 9780123986504
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| Notes
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Continues A first course in stochastic processes.
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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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 -- Queuing processes.
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| Abstract
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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. -- description from https://books.google.com
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| Subject
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Stochastic processes.
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Stochastic Processes.
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Processus stochastiques.
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31.70 probability.
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| Subject
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Processus stochastiques.
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| Subject
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Stochastic processes.
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Stochastischer Prozess
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| Dewey Classification
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519.2
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| LC Classification
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QA274.K372 1981
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| NLM classification
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QA 274 K18s 1981
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31.70bcl
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QH 237rvk
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QH 820rvk
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SK 820rvk
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| Added Entry
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Taylor, Howard M.
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