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A Second Course in Stochastic Processes (Hardback)

A Second Course in Stochastic Processes (Hardback)

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VERY GOOD: The book is in excellent condition, showing very little sign of use and wear. It is printed on acid-free paper.

Product Details

From the Preface: "Apart from expanding on the topics treated in the first edition of this work but not incorporated inA First Course , this volume presents an extensive introductory account of the fundamental concepts and methodology of diffusion processes and the closely allied theory of stochastic differential equations and stochastic integrals. A multitude of physical, engineering, biological, social, and managerial phenomena are either well approximated or reasonably modeled by diffusion processes; and modern approaches to diffusion processes and stochastic differential equations provide new perspectives and techniques impinging on many subfields of pure and applied mathematics, among them partial differential equations, dynamical systems, optimal control problems, statistical decision procedures, operations research, studies of economic systems, population genetics, and ecology models."

BRIEF CONTENTS

This textbook picks up where A First Course left off: with Chapter 10. Each chapter features Problems, Notes, and References.
  1. Algebraic Methods in Markov Chains
  2. Ratio Theorems of Transition Probabilities and Applications
  3. Sums of Independent Random Variables as a Markov Chain
  4. Order Statistics, Poisson Processes, and Applications
  5. Continuous Time Markov Chains
  6. Diffusion Processes
  7. Compounding Stochastic Processes
  8. Fluctuation Theory of Partial Sums of Independent Identically Distributed Random Variables
  9. Queueing Processes
The textbook ends with Miscellaneous Problems and Index.
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AUTHOR: Karlin;Samuel and Howard M. Taylor
PUBLISHER: Academic Press
ISBN-13: 9780123986504
ISBN-10: 0123986508
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