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Item Details
| Title:
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THEORY OF PROBABILITY AND RANDOM PROCESSES
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| By: |
Leonid Koralov, Yakov G. Sinai |
| Format: |
Paperback |
| List price:
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£54.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540254846 |
| ISBN 13: |
9783540254843 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Edition: |
2nd ed. 2007, Corr. 3rd printing 2012 |
| Series: |
Universitext |
| Pages: |
358 |
| Description: |
The core of this book is a one-year course in probability theory and the theory of random processes, taught at Princeton University. The book provides a comprehensive exposition of classical probability theory and the theory of random processes. |
| Synopsis: |
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 this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion. |
| Illustrations: |
XI, 358 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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