A Second Course in Stochastic Processes by Samuel Karlin and Howard M. Taylor
English | ISBN: 0123986508 | edition 1981 | DJVU | 559 pages | 6,7 mb
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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