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Introduction to the Theory of Random Processes (Dover Books on Mathematics)

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Introduction to the Theory of Random Processes (Dover Books on Mathematics) Cover

 

Synopses & Reviews

Publisher Comments:

Although there are many books available on the theory of random processes, there are few books featuring rigorous exposition that are suitable for elementary instruction. This is such a book.

Designed for students who have had a general course in probability theory, it covers general topics in the theory of random processes (including measure theory and axiomatization of probability theory) as well as more specialized questions: processes with independent increments, Markov processes and limit theorems for random processes.

A significant feature of the book is a unique and beautiful treatment of processes with independent increments, which assumes no prior knowledge of the theory of infinitely divisible laws. A wealth of results, ideas and techniques distinguish this text, one of the first to survey in a rigorous way the more modern results in the theory of stochastic processes and to link them to earlier developments in the subject. Preface to the English Translation. Introduction. Bibliographic Notes. Bibliography. Index of Symbols. Index.

Synopsis:

Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. Introduction. Bibliography. 1969 edition.

Product Details

ISBN:
9780486693873
With:
Skorokhad, A. V.
Author:
Skorokhad, A. V.
Author:
Gikhman, I. I.
Author:
Skorokhod, A. V.
Author:
Mathematics
Publisher:
Dover Publications
Location:
Mineola, N.Y. :
Subject:
Mathematics
Subject:
Probability
Subject:
Stochastic processes
Subject:
Probability & Statistics - General
Subject:
General Mathematics
Subject:
Mathematics | Probability and Statistics
Subject:
Statistics
Copyright:
Edition Number:
Dover ed.
Edition Description:
Trade Paper
Series:
Dover Books on Mathematics
Publication Date:
19961231
Binding:
TRADE PAPER
Language:
English
Illustrations:
Yes
Pages:
544
Dimensions:
8.5 x 5.38 in 1.56 lb

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Related Subjects


Reference » Science Reference » General
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » General
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Probability Theory
Science and Mathematics » Mathematics » Probability and Statistics » Statistics
Science and Mathematics » Mathematics » Topology

Introduction to the Theory of Random Processes (Dover Books on Mathematics) Used Trade Paper
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Product details 544 pages Dover Publications - English 9780486693873 Reviews:
"Synopsis" by ,
Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. Introduction. Bibliography. 1969 edition.
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