A First Course in Stochastic Processes, Second Edition pdf epub mobi txt 电子书 下载 2025
Samuel Karlin斯坦福大学荣休教授，国际著名的应用概率学家，美国科学院院士，数理统计学会会士。1987年获冯·诺伊曼奖。在生灭过程中计算平稳分布的Karlin-McGregor定理即以他的名字命名。
Howard M.Taylor康奈尔大学荣休教授，国际著名的应用概率学家，与Frederick Hillier和Sheldon Ross等名家同门，师从Gerald Lieberman。
- 随机过程
- 数学
- Probability
- 数学/统计学
- 统计学
- Statistics
- 随机
- 统计
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.
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一本不基于Measure Theory的过程的书。更适合非数学背景或注重实用的读者。书中有许多直观或者形式推导，读起来轻松。例子翔实，习题充足而且具启发性。是一本非常棒的关注practical的过程书。
评分Math-style...... still good reference..
评分推导略跳跃（可能是我水平太差...）只读过几章
评分一本不基于Measure Theory的过程的书。更适合非数学背景或注重实用的读者。书中有许多直观或者形式推导，读起来轻松。例子翔实，习题充足而且具启发性。是一本非常棒的关注practical的过程书。
评分推导略跳跃（可能是我水平太差...）只读过几章
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