Theory of Probability and Random Processes Paperback / softback
by Leonid Koralov, Yakov G. Sinai
Part of the Universitext series
Paperback / softback
Description
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 bookIt 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.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:358 pages, XI, 358 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:28/08/2007
- Category:
- ISBN:9783540254843
Other Formats
- PDF from £50.99
Information
-
Out of stock
- Format:Paperback / softback
- Pages:358 pages, XI, 358 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:28/08/2007
- Category:
- ISBN:9783540254843
