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

4.33  ·  Rating Details  ·  12 Ratings  ·  1 Review
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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Kevin K. Gillette
Dec 17, 2014 Kevin K. Gillette rated it really liked it
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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