ENGLISH

Theory of Probability and Random Processes

By Yakov G. Sinai , Leonid Koralov

Book information

Publisher
Springer
Year
2012
ISBN
3540254846, 9783540254843
Language
english
Format
PDF
Filesize
4 MB (4337640 bytes)
Series
Universitext
Edition
2
Pages
349\349
Orientation
no
Scanned
no
Time added
2010-04-25 21:59:20

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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