A Second Course in Stochastic Processes

by Samuel Karlin, Howard M. Taylor

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.

Genres: Mathematics

Paperback

First published April 28, 1981