Product Description

This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of
A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.

Product Details

• Amazon Sales Rank: #477599 in Books
• Published on: 1981-04-28
• Number of items: 1
• Binding: Hardcover
• 542 pages

About the Author
Howard E. Taylor is a research chemist with the National Research Program, Water Resources Division, U.S. Geological Survey located in Boulder, Colorado. Dr. Taylor has played a major role over the past 25 years in the development of plasma spectrometric techniques in analytical chemistry, as reflected in his more than 150 technical publications and the presentation of numerous papers at national and international technical meetings. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years.

Customer Reviews

sequel to the very commonly used first course
Karlin and Taylor wrote a classic text on stochastic processes in their "A First Course in Stochastic Processes". The second edition of that text was published in 1975.

This sequel came out in 1981. It is not only a second course but it is also intended as a second volume on a larger course in stochastic processes. The authors show that they are continuing from the first course by picking up with Chapter 10 after the first book ended with Chapter 9. Many of the topics in the first book are continued in this text including Markov chains and Diffusions. Heavy emphasis is placed on point processes and their applications including Poisson and compound Poisson processes, population growth models and queueing processes.

very good book on stochastic process
This is a very good book you don't want to miss for studying stochastic processes.

A great book.
You know who your real friends are when they recommend you this book. This gem gives you a real appreciation for what is, unfortunately, the "old" - style of mathematics. Unlike the disasterous expositions in certain modern texts that will remain namesless - this text motivates all its topics with ample examples and doesn't beat you over the head with notation, jargon and arrogance. The topics are appropriate for a first course and for people that want to apply the material to their work or research right away.