A first course in stochastic processes  Solutions to problems

Samuel Karlin, Howard M. Taylor

The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation phenomena associated with random sums, stationary stochastic processes, and diffusion theory.

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[目次]

  • 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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この本の情報

書名 A first course in stochastic processes
著作者等 Karlin, Samuel
Taylor, Howard M.
Taylor Howard E.
巻冊次 Solutions to problems
出版元 Academic Press
刊行年月 c1975
版表示 2nd ed
ページ数 xvi, 557 p.
大きさ 24 cm
ISBN 0123985536
0123985528
NCID BA0124163X
※クリックでCiNii Booksを表示
言語 英語
出版国 アメリカ合衆国
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