A Second Course in Stochastic Processes

ISBN: 9780123986504 出版年：1981 页码：561 Karlin, Samuel Taylor, Howard E Academic Press_RM

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.