Valeriy Skorokhod,
Y.V. Prokhorov
Basic Principles and Applications of Probability Theory
Paperback Engels 2010 9783642081217Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn about the basic concepts of probability and its applications, preparing them for more advanced and specialized works.
Specificaties
ISBN13:9783642081217
Taal:Engels
Bindwijze:paperback
Aantal pagina's:282
Uitgever:Springer Berlin Heidelberg
Lezersrecensies
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Inhoudsopgave
Part I. Probability. Basic Notions, Structure, Methods. Chapter 1: Introduction.- Chapter 2: The Probability Space.- Chapter 3: Independence.- Chapter 4. General Theory of Stochastic Processes and Random Functions.- Chapter 5. Limit Theorems.- Part II. Markov Processes and Probability Applications in Analysis.- Chapter I: Markov Processes.- Chapter 2: Probabilistic Representations of Solutions of Partial Differential Equations.- Chapter 3. Wiener Process and the Solution of Equations Involving the Laplace Operator.- Part III. Practical Probability Applications.- Chapter 1. Statistical Methods.- Chapter 2. Controlled Stochastic Processes.- Chapter 3. Information.- Chapter 4. Filtering
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