A First Course in Stochastic Processes, Second Edition 2024 pdf epub mobi 电子书

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A First Course in Stochastic Processes, Second Edition 2024 pdf epub mobi 电子书著者简介

Samuel Karlin斯坦福大学荣休教授，国际著名的应用概率学家，美国科学院院士，数理统计学会会士。1987年获冯·诺伊曼奖。在生灭过程中计算平稳分布的Karlin-McGregor定理即以他的名字命名。

Howard M.Taylor康奈尔大学荣休教授，国际著名的应用概率学家，与Frederick Hillier和Sheldon Ross等名家同门，师从Gerald Lieberman。

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发表于2024-05-19

A First Course in Stochastic Processes, Second Edition 2024 pdf epub mobi 电子书

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出版者:Academic Press

作者:Samuel Karlin

出品人:

页数:557

译者:

出版时间:1975-4-11

价格:USD 125.00

装帧:Hardcover

isbn号码:9780123985521

丛书系列:

图书标签: 随机过程数学 Probability 数学/统计学统计学 Statistics 随机统计

A First Course in Stochastic Processes, Second Edition 2024 pdf epub mobi 电子书图书描述

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.

A First Course in Stochastic Processes, Second Edition 2024 pdf epub mobi 电子书

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