Theory of Probability and Random Processes

Name: Theory of Probability and Random Processes
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540254843
Price: 77.43 EUR
Availability: InStock

Автор: Leonid B. Koralov, Yakov G. Sinai

Език:

Корици: С меки корици

Издател: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Наличност: Външен склад

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77.43 € 151.43 лв

A one-year course in probability theory and the theory of random processes, taught at Princeton Univ...

Информация за книгата

Автор

Leonid B. Koralov, Yakov G. Sinai

Език

Английски език

Корици

Книга - С меки корици

Издадена

2007

страници

358

EAN

9783540254843

ISBN

3540254846

Enbook ID

01560527

Издател

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Теглоt

542

Размери

156 x 235 x 18

Пълно описание

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this bookIt is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields.This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.

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Theory of Probability and Random Processes

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