Książka First Course in Stochastic Processes Samuel Karlin

First Course in Stochastic Processes

Autor: Samuel Karlin
Język: Angielski
Oprawa: Twarda
Dostępność: Na zamówienie
Wysyłamy za 17-27 dni
507.80
The purpose, level, and style of this new edition conform to the tenets set forth in the original pr...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2016
strony
576
EAN
9780123985521
ISBN
0123985528
Enbook ID
04434642
Waga
1046
Wymiary
159 x 235 x 31

Pełny opis

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.

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