First Course in Stochastic Processes (BOK)

Samuel Karlin

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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.


Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 1975 Forfatter Samuel Karlin
Elsevier Science & Technology
ISBN 9780123985521
Antall sider 557 Dimensjoner 15,4cm x 22,8cm x 3cm
Vekt 898 gram Leverandør Bertram Trading Ltd