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Stochastic Processes

Emauel Parzen
Publisher: 
SIAM
Publication Date: 
1999
Number of Pages: 
324
Format: 
Paperback
Series: 
Classics in Applied Mathematics 24
Price: 
57.50
ISBN: 
978-0-898714-41-8
Category: 
General
[Reviewed by
Fernando Q. Gouvêa
, on
07/15/1999
]

Some time back, I mentioned that several publishers had series which reprinted older volumes that could be considered "classics". We just received two volumes in another such series, the "Classics in Applied Mathematics" series from SIAM. Both, coincidentally, are statistics books: Stochastic Processes, by Emanuel Parzen, and Selecting and Ordering Populations, by Jean Dickinson Gibbons, Ingram Olkin, and Milton Sobel. As I mentioned in that previous columns, it's a delight to see that publishers are working to keep worthy volumes in print. It's also great to see (by looking at the list of past volumes in the series) that SIAM is using the series to bring out new translations of material of historical significance, in this case Gauss's Theory of the Combination of Observations Least Subject to Errors. The books are affordable but well-made softcover editions.

Preface to the Classics Edition; Preface; Role of the Theory of Stochastic Processes; Chapter 1: Random Variables and Stochastic Processes; Chapter 2: Conditional Probability and Conditional Expectation; Chapter 3: Normal Processes and Covariance Stationary Processes; Chapter 4: Counting Processes and Poisson Processes; Chapter 5: Renewal Counting Processes; Chapter 6: Markov Chains: Discrete Parameter; Chapter 7: Markov Chains: Continuous Parameter; References; Author Index; Subject Index.

Dummy View - NOT TO BE DELETED