book-download A First Course in Stochastic Processes, Second Edition Book

A First Course in Stochastic Processes Second Edition

Academic Press | 1975 | ISBN: 0123985528 | 557 pages | Djvu | 4,8 MB
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other.
The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation phenomena associated with random sums, stationary stochastic processes, and diffusion theory.
Review:
This book is a mess
This book was published back in the 70s, before the advent of LaTeX. And it shows. In particular, it is no good as a reference for this reason: each time you try to look something up, the page is too overcrowded with symbols to find what you're looking for. In addition, to use this book to learn stochastic processes puts you through a whole lot more trouble than you'll probably need. Each deduction in the book is long, boring, and hard. Since I've read other books which are not, I'm going to assume it's the fault of the authors and their lack of LaTeX.
This book, not unlike quite a few in probability and statistics (e.g. Billingsley), is popular because old professors used it and don't bother to find a new one.

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