Könyv Theory of Probability and Random Processes Leonid B. Koralov

Theory of Probability and Random Processes

Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
28 334 Ft
A one-year course in probability theory and the theory of random processes, taught at Princeton Univ...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2007
oldal
358
EAN
9783540254843
ISBN
3540254846
Enbook ID
01560527
Súly
542
Méretek
156 x 235 x 18

Teljes leírás

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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