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Textbook

Stochastic Processes, 2nd Edition

ISBN: 978-0-471-12062-9
Hardcover
528 pages
February 1995, ©1996
List Price: US $244.95
Government Price: US $183.64
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Stochastic Processes, 2nd Edition (0471120626) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 15-20 days delivery time. The book is not returnable.

Preliminaries.

The Poisson Process.

Renewal Theory.

Markov Chains.

Continuous-Time Markov Chains.

Martingales.

Random Walks.

Brownian Motion and Other Markov Processes.

Stochastic Order Relations.

Poisson Approximations.

Answers and Solutions to Selected Problems.

Index.
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