Introduction to the Theory of Random Processes (Graduate Studies in Mathematics) - Hardcover

Buch 37 von 190: Graduate Studies in Mathematics

Krylov, N. V.

 
9780821829851: Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)

Inhaltsangabe

This concise textbook begins with generalities related to probability theory, measure theory, and the general idea of random process, and then proceeds through more advanced topics, including the Wiender process, Martingales, stationary processes, infinitely divisible processes, and It( stochastic integrals. For the most part, the chapters are independent of one another and can be read in any order. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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