A First Course in Stochastic Processes
Karlin, Samuel, Taylor, Howard E.
- 出版商: Academic Press
- 出版日期: 1975-03-28
- 售價: $4,550
- 貴賓價: 9.5 折 $4,323
- 語言: 英文
- 頁數: 576
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 0123985528
- ISBN-13: 9780123985521
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相關分類:
機率統計學 Probability-and-statistics
海外代購書籍(需單獨結帳)
相關主題
商品描述
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.
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.
