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Probability Theory

Probability theory is an actively developing branch of mathematics. It has applications in many areas of science and technology and forms the basis of mathematical statistics. This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and rand...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Borovkov, Alexandr A. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Springer London : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:Universitext,
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Discrete Spaces of Elementary Events
  • An Arbitrary Space of Elementary Events
  • Random Variables and Distribution Functions
  • Numerical Characteristics of Random Variables
  • Sequences of Independent Trials with Two Outcomes
  • On Convergence of Random Variables and Distributions
  • Characteristic Functions
  • Sequences of Independent Random Variables. Limit Theorems
  • Large Deviation Probabilities for Sums of Independent Random Variables
  • Renewal Processes
  • Properties of the Trajectories of Random Walks. Zero-One Laws
  • Random Walks and Factorisation Identities
  • Sequences of Dependent Trials. Markov Chains
  • Information and Entropy
  • Martingales
  • Stationary Sequences
  • Stochastic Recursive Sequences
  • Continuous Time Random Processes
  • Processes with Independent Increments
  • Functional Limit Theorems
  • Markov Processes
  • Processes with Finite Second Moments. Gaussian Processes
  • Appendices.