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  • A First Course in Stochastic Processes

    A First Course in Stochastic Processes by Karlin, Samuel; Taylor, Howard E.;

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      • Publisher's listprice EUR 111.00
      • The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.

        47 086 Ft (44 844 Ft + 5% VAT)
      • Discount 20% (cc. 9 417 Ft off)
      • Discounted price 37 669 Ft (35 875 Ft + 5% VAT)

    47 086 Ft

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    Product details:

    • Edition number 2
    • Publisher Academic Press
    • Date of Publication 2 May 1975

    • ISBN 9780123985521
    • Binding Hardback
    • No. of pages576 pages
    • Size 228x152 mm
    • Weight 860 g
    • Language English
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    Long description:

    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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    Table of Contents:

    Preface. Elements of Stochastic Processes. Markov Chains. The Basic Limit Theorem of Markov Chains and Applications. Classical Examples of Continuous Time Markov Chains. Renewal Processes. Martingales. Brownian Motion. Branching Processes. Stationary Processes. Review of Matrix Analysis. Index.

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