A Second Course in Stochastic Processes
Samuel Karlin (Stanford University and The Weizmann Institute of Science),Howard E. Taylor (U.S. Geological Survey, Boulder, Colorado, U.S.A.)
A Second Course in Stochastic Processes
Samuel Karlin (Stanford University and The Weizmann Institute of Science),Howard E. Taylor (U.S. Geological Survey, Boulder, Colorado, U.S.A.)
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.
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