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A First Course in Stochastic Processes, Second Edition

A First Course in Stochastic Processes, Second Edition
Author: Samuel Karlin - Howard M. Taylor
ISBN 13: 9780123985521
ISBN 10: 123985528
Edition: 2
Publisher: Academic Press
Publication Date: 1975-04-11
Format: Hardcover
Pages: 557
List Price: $137.00

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.