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A Second Course in Stochastic Processes

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A Second Course in Stochastic Processes - Karlin, Samuel, and Taylor, Howard E
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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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A Second Course in Stochastic Processes 1981, Academic Press, New York, NY

ISBN-13: 9780123986504

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