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Essentials of Stochastic Processes |  | Author: Richard Durrett
Publisher: Springer
Category: Book
List Price: $109.00
Buy New: $74.23
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Seller: premiertexts
Rating:  8 reviews
Media: Hardcover
Edition: Corrected
Pages: 281
Number Of Items: 1
Shipping Weight (lbs): 1.2
Dimensions (in): 9.2 x 6.1 x 0.8
ISBN: 038798836X
Dewey Decimal Number: 519.2
EAN: 9780387988368
Publication Date: July 30, 1999
Availability: Usually ships in 1-2 business days
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Product Description
This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.
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| Customer Reviews:
Showing reviews 1-5 of 8
 Lots of examples November 11, 2008
Giving students (St. Paul, MN USA)
I have previously studied from Stochastic Processes by Frank Beichelt, but had to switch to Durrett in search for something I could understand better.
This book is great, each chapter has many examples before and after most of the theory is introduced. I also liked that author wrote out all newly introduced notations in words, could be very helpful for those learning stochastic processes through an independent study.
 GOOD October 2, 2008
Mohammad Ebtehaj
THIS IS A GOOD BOOK, THERE ARE NOT MANY PROOFS, BUT YOU CAN USE IT TO START TO LEARN ABOUT MARKOV CHAIN
 It can be 4 stars if the author makes all of my recommendations June 5, 2008
Chen
1 out of 1 found this review helpful
This book is easy to follow in general although there are several places where the writing is hard to follow. I enjoyed the way Durrett introduced a new topic to the readers. The examples are helpful; however, some of exercises seem to be a bit more difficult than the examples provided. There are two recommendations about this book. (1) correct typos. I located more than 10-15 places to be corrected after Durrett published his corrections on his web-site. (2) discuss more about Brownian Motion. Durrett rushed through the chapter and I found it to be hard to do the exercises in that chapter.
I took a course with this book 2 years ago December 13, 2006
David Diez (Los Angeles, CA)
1 out of 2 found this review helpful
and I am still referencing it for things I already half-know and things I don't know. I have found this book to be, overall, very good. In regards to other math books, it is pretty easy to follow. In regards to probability and statistics books, it is about average, maybe a little better than average.
I currently use the book for reference and I will actually be reading over the parts we skipped in the course (Ch. 2 and 5, martingales and renewal theory) over the next month. I have given a couple attempts already at chapter 2, but now that I have a bit of time will be really pushing it. If my opinion of this book turns after reading these chapters, I will be certain to update this review.
I find the examples very instructive and the proofs to be often elegant. In the end, the book is pretty straight-forward for someone who has a good probability and reasonable linear algebra skills. Perhaps consider refreshing on linear algebra if a little fuzzy on it before going at this book, which will make Markov chains much easier.
 Welcome to a Confusing math book December 14, 2005
Porce
2 out of 2 found this review helpful
A math book should be concise, clear and exact. This book is concise, unclear. It is rare to see a complete sentence for definitions or propositions. The definitions for terminology and notation are scattered through the book. This structure was perhaps deliberately planned, but it confuses readers deliberately too.
Showing reviews 1-5 of 8
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