- Hardcover: 542 pages
- Publisher: Academic Press; 1 edition (May 12, 1981)
- Language: English
- ISBN-10: 0123986508
- ISBN-13: 978-0123986504
- Product Dimensions: 6 x 1.2 x 9 inches
- Shipping Weight: 1.9 pounds (View shipping rates and policies)
- Average Customer Review: 4.8 out of 5 stars See all reviews (7 customer reviews)
- Amazon Best Sellers Rank: #1,050,025 in Books (See Top 100 in Books)
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A Second Course in Stochastic Processes 1st Edition
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About the Author
Howard E. Taylor is a research chemist with the National Research Program, Water Resources Division, U.S. Geological Survey located in Boulder, Colorado. Dr. Taylor has played a major role over the past 25 years in the development of plasma spectrometric techniques in analytical chemistry, as reflected in his more than 150 technical publications and the presentation of numerous papers at national and international technical meetings. He has served as faculty affiliate at Colorado State University and has taught American Chemical Society Short Courses for more than 15 years.
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Top Customer Reviews
This sequel came out in 1981. It is not only a second course but it is also intended as a second volume on a larger course in stochastic processes. The authors show that they are continuing from the first course by picking up with Chapter 10 after the first book ended with Chapter 9. Many of the topics in the first book are continued in this text including Markov chains and Diffusions. Heavy emphasis is placed on point processes and their applications including Poisson and compound Poisson processes, population growth models and queueing processes.
This is an absolute classic. Full stop.
Despite giving a real tour de force in stochastic processes, Karling & Taylor manage to maintain a surprisingly readable and relaxed style. The ease at which this text is delivered is almost disarming – there is real wizardry on show here, but it is presented with no excess or arrogance. The chapter on diffusions, and in particular boundary classification, is a highlight.
What I found interesting is that the mathematical maturity required of the reader is high, but the actual technical prerequisites are surprisingly low. This is quite an achievement.
For those coming from the natural sciences, I believe this text fits in nicely after say Van Kampen, or Gardiner. I found it very useful as a complement to books like these where I needed more detail on a specific area – it would be a huge undertaking to actually get through both courses.