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Adventures in Stochastic Processes
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Table of Contents

Preface * 1. Preliminaries: Discrete Index Sets and/or Discrete State Spaces * 2. Markov Chains * 3. Renewal Theory * 4. Point Processes * 5. Continuous Time Markov Chains * 6. Brownian Motion * 7. The General Random Walk * References * Index

Reviews

"Definitely the best textbook for a second course in probability now available. Written with excruciating lucidity, and with an excellent choice of exercises." -Gian-Carlo Rota, The Bulletin of Mathematics Books "In summary, Resnick has succeeded [in writing] a very fine textbook which will become popular among students as well as among professors preparing an introductory course on stochastic processes." -Internationale Mathematische Nachrichten "A splendid book to bring home the value and importance of stochastic processes. Highly recommended." -Choice "There are so many good introductory texts on [stochastic processes] that one can hardly hope to write a better or more attractive one. This book, however, convinced the reviewer that it very likely that the Adventures will beocme a widely used, popular first year graduate text on stochastic processes. The book is flexible, the motivations of deep theories are clear, the examples and exercises are interesting." ---Zentralblatt MATH

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