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A Second Course in Stochastic Processes

A Second Course in Stochastic Processes by Samuel Karlin
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This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of
A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.
Elsevier Science; June 1981
561 pages; ISBN 9780080570501
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Title: A Second Course in Stochastic Processes
Author: Samuel Karlin; Howard E. Taylor