Samuel Karlin斯坦福大學榮休教授,國際著名的應用概率學傢,美國科學院院士,數理統計學會會士。1987年獲馮·諾伊曼奬。在生滅過程中計算平穩分布的Karlin-McGregor定理即以他的名字命名。
Howard M.Taylor康奈爾大學榮休教授,國際著名的應用概率學傢,與Frederick Hillier和Sheldon Ross等名傢同門,師從Gerald Lieberman。
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.
發表於2024-11-05
A First Course in Stochastic Processes, Second Edition 2024 pdf epub mobi 電子書 下載
圖書標籤: 隨機過程 數學 Probability 數學/統計學 統計學 Statistics 隨機 統計
推導略跳躍(可能是我水平太差...)隻讀過幾章
評分推導略跳躍(可能是我水平太差...)隻讀過幾章
評分一本不基於Measure Theory的過程的書。更適閤非數學背景或注重實用的讀者。書中有許多直觀或者形式推導,讀起來輕鬆。例子翔實,習題充足而且具啓發性。是一本非常棒的關注practical的過程書。
評分推導略跳躍(可能是我水平太差...)隻讀過幾章
評分推導略跳躍(可能是我水平太差...)隻讀過幾章
A First Course in Stochastic Processes, Second Edition 2024 pdf epub mobi 電子書 下載