Theory of Probability and Random Processes
Produktnummer:
1820a307eeb0f1406daf4cb52d5d7a7fdf
| Autor: | Koralov, Leonid Sinai, Yakov G. |
|---|---|
| Themengebiete: | Brownian motion Markov chain Markov process Martingale Probability Probability theory Random variable random processes random walk |
| Veröffentlichungsdatum: | 28.08.2007 |
| EAN: | 9783540254843 |
| Auflage: | 2 |
| Sprache: | Englisch |
| Seitenzahl: | 358 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer Berlin |
Produktinformationen "Theory of Probability and Random Processes"
The core of this book is a one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students. The book provides a comprehensive, self-contained exposition of classical probability theory and the theory of random processes, and dwells on a number of modern topics not addressed in most textbooks. There is detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion. One section is devoted to the theory of Gibbs random fields. The 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.
Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen