Basic Principles and Applications of Probability Theory

Probability theory arose originally in connection with games of chance and then for a long time it was used primarily to investigate the credibility of testimony of witnesses in the ethical sciences. Nevertheless, probability has become a very powerful mathematical tool in understanding those aspect...

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Bibliografiske detaljer
Hovedforfatter: Skorohod, Anatolij Vladimirovič, 1930-2011, mathématicien
Andre forfattere: Prokhorov, Yuri Vasilevich, 1929-2013 (Directeur de la publication), Seckler, Bernard D., 1925-2020 (Traducteur)
Format: Livre numérique
Sprog:Anglais
Udgivet: Berlin, Heidelberg : Springer Berlin Heidelberg 2005.
Cham : Springer Nature
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Kommentar: Trad. de : "Teoriya Veroyatnostej 1"
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Basic principles and applications of probability theory, A. V. Skorokhod, 2005, Berlin, Springer, 1 vol. (282 p.), 3-540-54686-3
• Basic Principles and Applications of Probability Theory, Texte imprimé, 9783540833529
• Basic Principles and Applications of Probability Theory, Texte imprimé, 9783642081217
Indholdsfortegnelse:
  • Part I. Probability. Basic Notions, Structure, Methods: Introduction; The Probability Space; Independence; General Theory of Stochastic Processes and Random Functions; Limit Theorems
  • Part II. Markov Processes and Probability Applications in Analysis: Markov Processes; Probabilistic Representations of Solutions of Partial Differential Equations; Wiener Process and the Solution of Equations Involving the Laplace Operator
  • Part III. Practical Probability Applications: Statistical Methods; Controlled Stochastic Processes; Information; Filtering.