ENGLISH

Theory of Probability and Random Processes

By Koralov , Leonid;Sinai , Yakov G

Book information

Publisher
Springer
Year
2012
ISBN
9783540254843, 9783540688297, 2012943837, 3540254846
Language
english
Format
PDF
Filesize
3 MB (3215108 bytes)
Series
Universitext
Pages
353\346
Time added
2020-11-29 05:14:04
Science;Mathematics

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 the content of this book It is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields. This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.

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