A Firts Course in Stochastic Processes

Karlin, Samuel

A Firts Course in Stochastic Processes - 2da - New York : Academic Press, 1975 - 557 páginas

1.Elements of stochastic processes. 2.Markov chains. 3.The basic limit of markov chains and applications. 4.Classical examples of continuous time markov chains. 5.Renewal processes. 6.Martingales. 7.Brownian motion. 8.Branching processes. 9.Stationary processes.

fcnm1726

519.2I/K23