Introduction to the Theory of Random Processes (Dover Books on Mathematics) - Softcover

Gikhman, I.I.; Skorokhod, A.V.

 
9780486693873: Introduction to the Theory of Random Processes (Dover Books on Mathematics)

Inhaltsangabe

Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.

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Reseña del editor

Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.

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