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An Introduction to Stochastic Process, by A. K. Basu, A.K. Basu
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Designed for college mathematics students at all levels, this book grew from the author's lectures for advanced undergraduate courses at Canadian and United States universities, and from a postgraduate course at Calcutta University. It introduces discrete time Markov chain and second order stochastic analysis, and includes discussions of renewal theory, time series analysis, queuing theory, Brownian motions, and martingale theorems.
- Sales Rank: #15855193 in Books
- Published on: 2002-06-15
- Original language: English
- Number of items: 1
- Dimensions: 1.10" h x 6.32" w x 9.88" l,
- Binding: Hardcover
- 224 pages
About the Author
A. K. Basu.: Department of Statistics, Calcutta University Calcutta, India
Most helpful customer reviews
3 of 3 people found the following review helpful.
clearly written!
By Yuan J. Son
It is well written. Most of all, it provides solution to most execrcise problems - I love it!
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