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A First Course in Stochastic Processes
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A First Course in Stochastic Processes

4.58 of 5 stars 4.58  ·  rating details  ·  12 ratings  ·  2 reviews
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 editi
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Hardcover, 557 pages
Published April 11th 1975 by Academic Press (first published January 1st 1975)
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Joecolelife
Mar 23, 2014 Joecolelife rated it 5 of 5 stars
Recommended to Joecolelife by: www.CocoMartini.com
This is one of those rare mathematical books that is both deeply
informative, and a sheer pleasure to read. The book is written in a
delightful old mathematical style, where the authors take you by hand
through the difficult passages and derivations. The intuition about
stochastic processes is so well conveyed, and the mathematics so well
explained, that the book can be read with little or no recourse to
pencil and paper, much as if it were an armchair book. The book
presents a comprehensive overview o
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Kevin K. Gillette
This book was part of the material for a course I took from Ian Johnstone at Stanford, simply entitled "Stochastic Processes." Both course and textbook were excellent. Karlin and Taylor are legendary pedagogues in this area of mathematical statistics.
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