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A First Course in Stochastic Processes

Samuel Karlin and Howard M. Taylor
Publisher: 
Academic Press
Publication Date: 
1975
Number of Pages: 
557
Format: 
Hardcover
Edition: 
2
Price: 
99.95
ISBN: 
978-0123985521
Category: 
Textbook
BLL Rating: 

The Basic Library List Committee recommends this book for acquisition by undergraduate mathematics libraries.

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 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.

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