Pinsky, Mark A. creator Karlin, Samuel text xxu London Elsevier 2011 4th ed. monographic eng

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x, 563 p.: ill. Introduces students to the standard concepts and methods of stochastic modeling, to illustrate the diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems. Contents: Introduction -- Conditional Probability and Conditional Expectation -- Markov Chains: Introduction -- The Long Run Behavior of Markov Chains -- Poisson Processes -- Continuous Time Markov Chains -- Renewal Phenomena -- Brownian Motion and Related Processes -- Queuing Systems -- Random Evolutions -- Characteristic Functions and Their Applications Mark A. Pinsky, Samuel Karlin Includes index. QA274.2.P65 978023814166 111219 20210414114658.0