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Theory of Probability and Random Processes

Name: Theory of Probability and Random Processes
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01560527
Price: 78.89 EUR
Availability: InStock
Author: Leonid B. Koralov
ISBN: 9783540254843

Leonid B. Koralov

Yakov G. Sinai

Language

English

Book Paperback

Libristo code: 01560527

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, April 2007

A one-year course in probability theory and the theory of random processes, taught at Princeton Univ... Full description

Libristo code: 01560527

193 b

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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 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.