An Introduction to Stochastic Modeling - Hardcover

PRAISE FOR THE SECOND EDITION "This book is a valuable resource for anyone studying combustion processes."--David L. Liscinsky, United Technologist Research Center, in AIAA JOURNAL

"This is an excellent text-book....The narrative is clear, careful and detailed but, at the same time, designed to draw (not to bore) the reader in. The main strengths, in my opinion, are the wealth of convincing applications, which are discussed at some, but not too much length after each bit of theoretical development, and the large number of exercises given at the ends of sections, not just at the ends of chapters."--Martin Crowder, University of Surrey, Guildford, in THE STATISTICIAN

• Realistic applications from a variety of disciplines integrated throughout the text
• Plentiful, updated and more rigorous problems, including computer "challenges"
• Revised end-of-chapter exercises sets―in all, 250 exercises with answers
• New chapter on Brownian motion and related processes
• Additional sections on Matingales and Poisson process