Nantilus
Theory of Probability and Random Processes
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 book It is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov...
| Auteurs principaux : | , |
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| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Theory of Probability and Random Processes / Leonid B. Koralov, Yakov G. Sinai. |
| Édition : | 2nd ed. 2007. |
| Publié : |
Berlin, Heidelberg :
Springer Berlin Heidelberg
, [20..] Cham : Springer Nature |
| Collection : | Universitext (Berlin. Internet) |
| Accès en ligne : |
Accès Nantes Université
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| Condition d'utilisation et de reproduction : | Conditions particulières de réutilisation pour les bénéficiaires des licences nationales : https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |
| Reproduction de : | Version électronique de la seconde édition datant de 2007 |
| Contenu : | Probability Theory. Random Variables and Their Distributions. Sequences of Independent Trials. Lebesgue Integral and Mathematical Expectation. Conditional Probabilities and Independence. Markov Chains with a Finite Number of States. Random Walks on the Lattice ?d. Laws of Large Numbers. Weak Convergence of Measures. Characteristic Functions. Limit Theorems. Several Interesting Problems. Random Processes. Basic Concepts. Conditional Expectations and Martingales. Markov Processes with a Finite State Space. Wide-Sense Stationary Random Processes. Strictly Stationary Random Processes. Generalized Random Processes. Brownian Motion. Markov Processes and Markov Families. Stochastic Integral and the Ito Formula. Stochastic Differential Equations. Gibbs Random Fields |
| Sujets : | |
| Documents associés : | Autre format:
Theory of probability and random processes Autre format: Theory of Probability and Random Processes |