A First Course in Stochastic Processes, Second Edition
| Author | : | |
| Rating | : | 4.20 (848 Votes) |
| Asin | : | 0123985528 |
| Format Type | : | paperback |
| Number of Pages | : | 557 Pages |
| Publish Date | : | 2014-01-03 |
| Language | : | English |
DESCRIPTION:
Three Stars Good. good selection of topics and rigorous mathematically Michael R. Chernick Sam Karlin is a well known Professor of Mathematics at Stanford University. Karlin and Taylor have teamed up for three excellent texts on stochastic processes. I am commenting on the first edition of the book as that was the one I used as a graduate student at Stanford. Of the books I have read that are introductory first courses in stochastic processes this one is not the easiest to read and the exercises at the end of the chapters are challenging.For my first course in Stochastic Processes my instructor chose Hoel, Port and Stone which provides a more systematic treat. A comprehensive, systematic, and intuitive introduction Andres Fundia A remarkable well organised work. Every chapter contains all needed definitions and formulas, deep discussions of their meanings, proofs, and examples, all extraordinarily well blended. Also every chapter has two set of problems. The 'elementary problems' require applying the material covered. The 'problems' require to prove results, they provide an excellent ground to develop this skill. Some times the classic format proof-theorem is used, but usually the ideas flow: starting with a problem, introducing necessary definitions and finding a solution eventually a theorem
Taylor has played a major role over the past 25 years in the development of plasma spectrometric techniques in analytical chemistry, as reflected in his more than 150 technical publications and the presentation of numerous papers at national and international technical meetings. Dr. About the Author Howard E. Geological Survey located in Boulder, Colorado. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years. Taylor is a re
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. Second, they have added many exercises and problems at the end of each chapter. First, they have enlarged on the topics treated in the first edition. 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.. The purpose, level, and style of this new edition conform to the tenets set forth in the original preface
Geological Survey located in Boulder, Colorado. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years. Taylor is a research chemist with the National Research Program, Water Resources Division, U.S. . Taylor has played a major role over the past 25 years in the development of pl