Theory of Probability and Random Processes (Universitext)
ISBN-13:
9783540254843
ISBN-10:
3540254846
Edition:
2nd
Author:
Leonid Koralov, Yakov G. Sinai
Publication date:
2007
Publisher:
Springer
Format:
Paperback
369 pages
Category:
Applied
,
Mathematics
FREE US shipping
Book details
ISBN-13:
9783540254843
ISBN-10:
3540254846
Edition:
2nd
Author:
Leonid Koralov, Yakov G. Sinai
Publication date:
2007
Publisher:
Springer
Format:
Paperback
369 pages
Category:
Applied
,
Mathematics
Summary
Theory of Probability and Random Processes (Universitext) (ISBN-13: 9783540254843 and ISBN-10: 3540254846), written by authors
Leonid Koralov, Yakov G. Sinai, was published by Springer in 2007.
With an overall rating of 3.7 stars, it's a notable title among other
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Description
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 this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.
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