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...
সংরক্ষণ করুন:
| প্রধান লেখক: | , |
|---|---|
| বিন্যাস: | Livre numérique |
| ভাষা: | Anglais |
| প্রকাশিত: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| সংস্করন: | 2nd ed. 2007. |
| মালা: | Universitext
|
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| টীকা: |
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 |
| LEADER | 04168nam a22004817a 4500 | ||
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| 001 | 939697 | ||
| 008 | 080505q2000 xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN123725771 | ||
| 020 | |a 9783540688297 | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 084 | |a 60-XX. 2010 | ||
| 100 | 1 | |a Koralov, Leonid B. | |
| 245 | 1 | 0 | |a Theory of Probability and Random Processes |c Leonid B. Koralov, Yakov G. Sinai. |
| 250 | |a 2nd ed. 2007. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 1 | |a Universitext |x 2191-6675 | |
| 500 | |a L'impression du document génère 348 p. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Version électronique de la seconde édition datant de 2007 | ||
| 504 | |a Index | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Processus stochastiques | ||
| 650 | |a Markov, processus de | ||
| 650 | |a Marches aléatoires (mathématiques) | ||
| 650 | |a Théorèmes des limites (théorie des probabilités) | ||
| 650 | |a Mouvement brownien | ||
| 650 | |a Intégrales stochastiques | ||
| 650 | |a Équations différentielles stochastiques | ||
| 700 | 1 | |a Sinaj, Âkov Grigor½evič, |d 1935- |4 aut | |
| 776 | 0 | |0 117701912 |t Theory of probability and random processes |f Leonid B. Koralov, Yakov G. Sinai |e 2nd edition |d 2007 |c Berlin |n Springer |p 1 vol. (XI-351 p.) |s Universitext |z 978-3-540-25484-3 | |
| 776 | 0 | |t Theory of Probability and Random Processes |b Texte imprimé |z 9783540809661 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-540-68829-7 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-8ZGNPXM5-8 |z Accès sur la plateforme Istex | |
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