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A Second Course in Stochastic Processes

From Samuel Karlin

A Second Course in Stochastic Processes

Book Informations

  • Released: 1981-05-12
  • Pages: 542
  • Language: en
  • ISBN-10:0123986508
  • ISBN-13:9780123986504

Beschreibung

Algebraic methods in markov chains; Ratio theorems of transition probabilities and applications; Sums of independent random variables as a markov chain; Order statistics, poisson processes, and applications; Continuous time markov chains; Diffusion processes; Compouding stochastic processes; Fluctuation theory of partial sums of independent identically distributed random variables; Queueing processes.

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