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
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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.

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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.

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