A Second Course in Stochastic Processes

Samuel Karlin (Author), Howard E. Taylor (Author)

9780123986504, Elsevier Science

, published 29 June 1981

560 pages
22.9 x 15.2 x 3.2 cm, 0.88 kg

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.

Preface. Preface to A First Course. Preface to First Edition. Contents of A First Course. 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. Queueing Processes. Miscellaneous Problems. Index.

Subject Areas: Maths for engineers [TBJ], Mathematical modelling [PBWH], Probability & statistics [PBT], Complex analysis, complex variables [PBKD], Sport & leisure industries [KNSP], Psychological methodology [JMB], Social research & statistics [JHBC]