Theory of Probability and Random Processes, 2. udgave - Køb den hos Polyteknisk Boghandel

SØG - mellem flere end 8 millioner bøger:

Viser: Theory of Probability and Random Processes

Theory of Probability and Random Processes

Yakov G. Sinai og Leonid B. Koralov

(2007)

Sprog: Engelsk

Springer Berlin / Heidelberg

775,00 kr.

ikke på lager, Bestil nu og få den leveret
om ca. 10 hverdage

Porto kan blive tilføjet, se takster her

Du kan vælge at få vare sendt eller afhente den i en af vores butikker. Vælger du at få den sendt koster det:

Levering på adressen
1 - 1 vare – kr.	59.5
2 - 5 varer – kr.	59.5
6 - 10 varer – kr.	59.5
11 - 20 varer – kr.	59.5
21 - 49 varer – kr.	79.5
50 - 9999 varer – kr.	119.5

Levering på firma adressen
1 - 1 vare – kr.	39.5
2 - 5 varer – kr.	39.5
6 - 10 varer – kr.	39.5
11 - 20 varer – kr.	39.5
21 - 49 varer – kr.	79.5
50 - 9999 varer – kr.	119.5

Afhent i postbutik eller pakkeboks
1 - 1 vare – kr.	39.5
2 - 5 varer – kr.	39.5
6 - 10 varer – kr.	39.5
11 - 20 varer – kr.	39.5
21 - 49 varer – kr.	59.5
50 - 9999 varer – kr.	99.5

Læs mere om forsendelse her

Detaljer om varen

2. Udgave
Paperback: 353 sider
Udgiver: Springer Berlin / Heidelberg (August 2007)
Forfattere: Yakov G. Sinai og Leonid B. Koralov
ISBN: 9783540254843

Beskrivelse
Indhold

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.

Probability Theory.- Random Variables and Their Distributions.- Sequences of Independent Trials.- Lebesgue Integral and Mathematical Expectation.- Conditional Probabilities and Independence.- Markov Chains with a Finite Number of States.- Random Walks on the Lattice ?d.- Laws of Large Numbers.- Weak Convergence of Measures.- Characteristic Functions.- Limit Theorems.- Several Interesting Problems.- Random Processes.- Basic Concepts.- Conditional Expectations and Martingales.- Markov Processes with a Finite State Space.- Wide-Sense Stationary Random Processes.- Strictly Stationary Random Processes.- Generalized Random Processes.- Brownian Motion.- Markov Processes and Markov Families.- Stochastic Integral and the Ito Formula.- Stochastic Differential Equations.- Gibbs Random Fields.