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9780123985538

First Course in Stochastic Processes, Solutions to Problems

by ;
  • ISBN13:

    9780123985538

  • ISBN10:

    0123985536

  • Edition: 2nd
  • Format: Paperback
  • Copyright: 1987-06-01
  • Publisher: Academic Pr
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Summary

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.

Table of Contents

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
Table of Contents provided by Publisher. All Rights Reserved.

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