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: 73.31 EUR
Availability: InStock

Autor: Leonid B. Koralov, Yakov G. Sinai

Jazyk:

Väzba: Brožovaná

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

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

Informácie o knihe

Autor

Leonid B. Koralov, Yakov G. Sinai

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2007

Stránok

358

EAN

9783540254843

ISBN

3540254846

Enbook ID

01560527

Vydavateľ

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnosť

542

Rozmery

156 x 235 x 18

Kompletný popis

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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