Theory of Probability and Random Processes

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Theory of Probability and Random Processes by Leonid Koralov, Yakov G. Sinai, Springer Berlin Heidelberg
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Leonid Koralov, Yakov G. Sinai ISBN: 9783540688297
Publisher: Springer Berlin Heidelberg Publication: August 10, 2007
Imprint: Springer Language: English
Author: Leonid Koralov, Yakov G. Sinai
ISBN: 9783540688297
Publisher: Springer Berlin Heidelberg
Publication: August 10, 2007
Imprint: Springer
Language: English

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 this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes 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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes 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.

More books from Springer Berlin Heidelberg

Cover of the book Clinical Hepatology by Leonid Koralov, Yakov G. Sinai
Cover of the book Access to Medicine Versus Test Data Exclusivity by Leonid Koralov, Yakov G. Sinai
Cover of the book Kreativität und Form by Leonid Koralov, Yakov G. Sinai
Cover of the book Neutron Capture Therapy by Leonid Koralov, Yakov G. Sinai
Cover of the book Reconstruction of Upper Cervical Spine and Craniovertebral Junction by Leonid Koralov, Yakov G. Sinai
Cover of the book Hydraulik für den Wasserbau by Leonid Koralov, Yakov G. Sinai
Cover of the book Biogeochemistry of Ancient and Modern Environments by Leonid Koralov, Yakov G. Sinai
Cover of the book Round Table Discussion on BIOSCIENCE ⇋ SOCIETY by Leonid Koralov, Yakov G. Sinai
Cover of the book Enterprise Content Management in Information Systems Research by Leonid Koralov, Yakov G. Sinai
Cover of the book Pkw-Klimatisierung by Leonid Koralov, Yakov G. Sinai
Cover of the book JIMD Reports, Volume 20 by Leonid Koralov, Yakov G. Sinai
Cover of the book Physiological Ecology of North American Desert Plants by Leonid Koralov, Yakov G. Sinai
Cover of the book Statistics for Non-Statisticians by Leonid Koralov, Yakov G. Sinai
Cover of the book Soil Erosion by Leonid Koralov, Yakov G. Sinai
Cover of the book Mathematik und Gott und die Welt by Leonid Koralov, Yakov G. Sinai
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy