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 Computational Methods for Quantitative Finance by Leonid Koralov, Yakov G. Sinai
Cover of the book Solutions Manual for Econometrics by Leonid Koralov, Yakov G. Sinai
Cover of the book Free Boundary Problems and Asymptotic Behavior of Singularly Perturbed Partial Differential Equations by Leonid Koralov, Yakov G. Sinai
Cover of the book The Mesonephros of Cat and Sheep by Leonid Koralov, Yakov G. Sinai
Cover of the book Accounting Information Systems for Decision Making by Leonid Koralov, Yakov G. Sinai
Cover of the book The Ways of Federalism in Western Countries and the Horizons of Territorial Autonomy in Spain by Leonid Koralov, Yakov G. Sinai
Cover of the book Numerik für Ingenieure, Physiker und Informatiker by Leonid Koralov, Yakov G. Sinai
Cover of the book Management of Alliance Networks by Leonid Koralov, Yakov G. Sinai
Cover of the book Non-Idiopathic Spine Deformities in Young Children by Leonid Koralov, Yakov G. Sinai
Cover of the book Duplex and Color Doppler Imaging of the Venous System by Leonid Koralov, Yakov G. Sinai
Cover of the book Lip Cancer by Leonid Koralov, Yakov G. Sinai
Cover of the book Ionic Liquids by Leonid Koralov, Yakov G. Sinai
Cover of the book An Introduction to Non-Abelian Discrete Symmetries for Particle Physicists by Leonid Koralov, Yakov G. Sinai
Cover of the book Problems in the Foundations of Physics by Leonid Koralov, Yakov G. Sinai
Cover of the book EU Bilateral Trade Agreements and Intellectual Property: For Better or Worse? 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