ENGLISH

Theory of Probability and Random Processes (2nd edition)

By Yakov G. Sinai , Leonid B. Koralov

Book information

Publisher
Springer Berlin Heidelberg New York
Year
2007
ISBN
3540254846, 9783540254843
LCC
QA273 .K629 2007
Google Books ID
tlWOphOFRgwC
Open Library ID
OL12773526M
Language
english
Format
PDF
Filesize
3 MB (2713682 bytes)
Edition
2nd
Pages
369\369
Orientation
yes
Scanned
no
Time added
2012-02-04 16:00:00

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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