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An Introduction to Stochastic Modeling by Pinsky, Mark A., Karlin, Samuel (2010) Paperback
An Introduction to Stochastic Modeling, by Mark A. Pinsky, Samuel Karlin [Academic Press,2010] (Paperback) 4th edition [Paperback]
Paperback
First published August 1, 1984
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December 17, 2014
This textbook was in draft status when I encountered it as a part of the reading for a course I took in stochastic processes at Stanford from Ian Johnstone. Although the typesetting was rather crude in draft form (remember, this was well before the wonderful WYSIWYG editors like MS-Word), it was an effective and accessible text. It served as my first introduction to the Chapman-Kolmogorov equations, which were very much a foundational concept for this subject.
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