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...
Gespeichert in:
| Hauptverfasser: | , |
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| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Ausgabe: | 2nd ed. 2007. |
| Schriftenreihe: | Universitext
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| Schlagworte: | |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmerkung: |
L'impression du document génère 348 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) Version électronique de la seconde édition datant de 2007 |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Theory of probability and random processes, Leonid B. Koralov, Yakov G. Sinai, 2nd edition, 2007, Berlin, Springer, 1 vol. (XI-351 p.), Universitext, 978-3-540-25484-3 • Theory of Probability and Random Processes, Texte imprimé, 9783540809661 |
| Zusammenfassung: | 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 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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| Beschreibung: | L'impression du document génère 348 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) Version électronique de la seconde édition datant de 2007 |
| Bibliographie: | Index |
| ISBN: | 9783540688297 |
| ISSN: | 2191-6675 |
| Zugangseinschränkungen: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |