A First Course in Stochastic Processes

Samuel Karlin

ISBN 10: 0123985501 / ISBN 13: 9780123985507

Edité par Academic Press, 1971

Cloth, dj. Quarto. Fourth printing, 1971 (first published 1969). Blue cloth boards with black label and gilt title on spine. xi, 502 pp. Minor shelf wear to boards. Foxing to text block edges. Else very sound, with clean internals. N° de réf. du vendeur 2036423

Présentation de l'éditeur: 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.

Détails bibliographiques

Titre : A First Course in Stochastic Processes
Éditeur : Academic Press
Date d'édition : 1971
Reliure : Hardcover
Etat : Very good
Etat de la jaquette : Jaquette
Edition : First edition.