MTU Cork Library Catalogue

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A first course in stochastic processes / Samuel Karlin, Howard M. Taylor.

By: Karlin, Samuel, 1923-2007.
Contributor(s): Taylor, Howard M.
Material type: materialTypeLabelBookPublisher: New York : Academic Press, [1975]Edition: 2nd ed.Description: xvi, 557 p. : ill. ; 24 cm.ISBN: 0123985528.Subject(s): Stochastic processesDDC classification: 621.38
Contents:
Elements of stochastic processes -- Markov chains -- The basic limit theorem of Markov chains and applications -- Classical examples of continuous time Markov chains -- Renewal processes -- Martingales -- Brownian motion -- Branching processes -- Stationary processes.
Holdings
Item type Current library Call number Copy number Status Date due Barcode Item holds
General Lending MTU Bishopstown Library Store Item 621.38 (Browse shelf(Opens below)) 1 Available 00047246
Total holds: 0

Enhanced descriptions from Syndetics:

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.

Not the same as B75-23383.

Includes bibliographical references and index.

Elements of stochastic processes -- Markov chains -- The basic limit theorem of Markov chains and applications -- Classical examples of continuous time Markov chains -- Renewal processes -- Martingales -- Brownian motion -- Branching processes -- Stationary processes.

Table of contents provided by Syndetics

  • Preface
  • Elements of Stochastic Processes
  • Markov Chains
  • The Basic Limit Theorem of Markov Chains and Applications
  • Classical Examples of Continuous Time Markov Chains
  • Renewal Processes
  • Martingales
  • Brownian Motion
  • Branching Processes
  • Stationary Processes
  • Review of Matrix Analysis
  • Index

Author notes provided by Syndetics

Howard E. Taylor is a research chemist with the National Research Program, Water Resources Division, U.S. Geological Survey located in Boulder, Colorado. Dr. Taylor has played a major role over the past 25 years in the development of plasma spectrometric techniques in analytical chemistry, as reflected in his more than 150 technical publications and the presentation of numerous papers at national and international technical meetings. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years.

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