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A Second Course in Stochastic Processes

Samuel Karlin and Howard M. Taylor
Publisher: 
Academic Press
Publication Date: 
1981
Number of Pages: 
542
Format: 
Hardcover
Price: 
94.95
ISBN: 
978-0-12-398650-4
Category: 
Textbook
BLL Rating: 

The Basic Library List Committee suggests that undergraduate mathematics libraries consider this book for acquisition.

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 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.

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