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Basic Principles and Applications of Probability Theory
Probability theory arose originally in connection with games of chance and then for a long time it was used primarily to investigate the credibility of testimony of witnesses in the "ethical" sciences. Nevertheless, probability has become a very powerful mathematical tool in understanding...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2005.
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| Edición: | 1st ed. 2005. |
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| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Part I. Probability. Basic Notions, Structure, Methods: Introduction; The Probability Space; Independence; General Theory of Stochastic Processes and Random Functions; Limit Theorems
- Part II. Markov Processes and Probability Applications in Analysis: Markov Processes; Probabilistic Representations of Solutions of Partial Differential Equations; Wiener Process and the Solution of Equations Involving the Laplace Operator
- Part III. Practical Probability Applications: Statistical Methods; Controlled Stochastic Processes; Information; Filtering.