A Second Course in Stochastic Processes
Author | : Samuel Karlin |
Publisher | : Gulf Professional Publishing |
Total Pages | : 568 |
Release | : 1981-05-12 |
ISBN-10 | : 0123986508 |
ISBN-13 | : 9780123986504 |
Rating | : 4/5 (504 Downloads) |
Download or read book A Second Course in Stochastic Processes written by Samuel Karlin and published by Gulf Professional Publishing. This book was released on 1981-05-12 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.