Adventures in Stochastic Processes

"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 "A very fine textbook which will become popular among students as well as among professors preparing an introductory course on stochastic processes." --Int'le Math. Nachrichten "A splendid book to bring home the value and importance of stochastic processes. Highly recommended." --Choice

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Inhalt
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