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THE THEORY OF STOCHASTIC PROCESSES

by D.R. Cox; H.D. Miller

Published by Methuen & Co. Ltd.. 1970

Very good condition in a good dustwrapper. This book is intended partly for students of statistics and mathematics and partly for research workers encountering problems in applied probability. Brown cloth boards, gilt title to spine. x and 398 pages including index.

Horizontal edges of boards lightly faded, base of spine lightly shelf-worn. Text block browned. Grease spot to top of front endpapers. Small name in ink to top of front endpaper. Light browning to contents else clean. White dustwrapper is heavily edge-worn with a few large chips, browned, and has a grease spot to top front & rear edge.

ISBN: 0416237606
Stock no. 1830324

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Contents

  • Preface
  • 1 Introduction
  • 2 The Random Walk
  • 3 Markov Chains
  • 4 Markov Processes with Discrete States in Continuous Time
  • 5 Markov Processes in Continuous Time with Continuous State Space
  • 6 Non-Markovian Processes
  • 7 Stationary Processes: Time Domain
  • 8 Stationary Processes: Frequency Domain
  • 9 Point Processes
  • Appendix1 Table of exponentially distributed random quantities
  • Appendix 2 Bibliography
  • Author Index
  • Subject INdex

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