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A first course in stochastic processes.

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A First Course in Stochastic Processes - Karlin, Samuel, and Taylor, Howard E
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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, ...

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A First Course in Stochastic Processes 1975, Academic Press, New York, NY

ISBN-13: 9780123985521

2nd Revised edition

Unknown binding