An Introduction to Stochastic Modeling

by Mark A. Pinsky

An Introduction to Stochastic Modeling, by Mark A. Pinsky, Samuel Karlin [Academic Press,2010] (Paperback) 4th edition [Paperback]

Genres: Mathematics, Reference, Textbooks

Unknown Binding

First published August 1, 1984

Reviews

[Kevin K. Gillette · Rating 4 out of 5]

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.