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Theory of Probability and Random Processes / by Leonid Koralov, Yakov G. Sinai
(Universitext. ISSN:21916675)
版 | 2nd ed. 2007. |
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出版者 | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
出版年 | 2007 |
本文言語 | 英語 |
大きさ | XI, 358 p : online resource |
著者標目 | *Koralov, Leonid author Sinai, Yakov G author SpringerLink (Online service) |
件 名 | LCSH:Probabilities FREE:Probability Theory |
一般注記 | 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 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 HTTP:URL=https://doi.org/10.1007/978-3-540-68829-7 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783540688297 |
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EB00232251 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000120228 |
ISBN | 9783540688297 |
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※2017年9月4日以降