First Course in Stochastic Processes

Name: First Course in Stochastic Processes
Brand: Elsevier Science Publishing Co Inc
SKU: 9780123985521
Price: 119.95 EUR
Availability: InStock

Autor: Samuel Karlin

Jazyk:

Väzba: Pevná

Vydavateľ: Elsevier Science Publishing Co Inc

Dostupnosť: U vydavateľa na objednávku

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119.95 €

The purpose, level, and style of this new edition conform to the tenets set forth in the original pr...

Informácie o knihe

Autor

Samuel Karlin

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2016

Stránok

576

EAN

9780123985521

ISBN

0123985528

Enbook ID

04434642

Vydavateľ

Elsevier Science Publishing Co Inc

Hmotnosť

1046

Rozmery

159 x 235 x 31

Kompletný popis

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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First Course in Stochastic Processes

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