A Second Course in Stochastic Processes

Author(s): Samuel Karlin; Howard E. Taylor
Publisher: Academic Press
ISBN: 9780123986504
Edition:

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Description

Description

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.