Theory of Probability and Random Processes

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 book It is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Koralov, Leonid (Autor), Sinai, Yakov G. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
Edición:2nd ed. 2007.
Colección:Universitext,
Temas:
Probabilities.
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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