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
A First Course in Stochastic Processes
โ Scribed by Samuel Karlin (Auth.)
- Publisher
- Elsevier Inc
- Year
- 1968
- Tongue
- English
- Leaves
- 507
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
Content:
Front Matter, Page iii
Copyright, Page iv
PREFACE, Pages v-vi
DIAGRAM OF LOGICAL DEPENDENCE OF CHAPTERS, Page xi
Chapter 1 - ELEMENTS OF STOCHASTIC PROCESSES, Pages 1-26
Chapter 2 - MARKOV CHAINS, Pages 27-60
Chapter 3 - THE BASIC LIMIT THEOREM OF MARKOV CHAINS AND APPLICATIONS, Pages 61-93
Chapter 4 - ALGEBRAIC METHODS IN MARKOV CHAINS, Pages 94-124
Chapter 5 - RATIO THEOREMS OF TRANSITION PROBABILITIES AND APPLICATIONS, Pages 125-148
Chapter 6 - SUMS OF INDEPENDENT RANDOM VARIABLES AS A MARKOV CHAIN, Pages 149-174
Chapter 7 - CLASSICAL EXAMPLES OF CONTINUOUS TIME MARKOV CHAINS, Pages 175-217
Chapter 8 - CONTINUOUS TIME MARKOV CHAINS, Pages 218-235
Chapter 9 - ORDER STATISTICS, POISSON PROCESSES, AND APPLICATIONS, Pages 236-270
Chapter 10 - BROWNIAN MOTION, Pages 271-285
Chapter 11 - BRANCHING PROCESSES, Pages 286-335
Chapter 12 - COMPOUNDING STOCHASTIC PROCESSES, Pages 336-372
Chapter 13 - DETERMINISTIC AND STOCHASTIC GENETIC AND ECOLOGICAL PROCESSES, Pages 373-429
Chapter 14 - QUEUEING PROCESSES, Pages 430-468
APPENDIX - REVIEW OF MATRIX ANALYSIS, Pages 469-484
MISCELLANEOUS PROBLEMS, Pages 485-498
INDEX, Pages 499-502
๐ SIMILAR VOLUMES
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
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.<br>The authors have made three main kind
This was the assigned text for an upper-level graduate course I took in Advanced Operations Research. My classmates and I despised it. It's disjointed, inconsistent, with unilluminating, half-worked examples (when there are any examples at all). Even the PhD candidates denounced it as unreadable. Al