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A First Course in Stochastic Processes

From Samuel Karlin

Book Informations

  • Released: 1975
  • Pages: 557
  • Language: en
  • ISBN-10:0123985528
  • ISBN-13:9780123985521

Beschreibung

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.

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