| 书目名称 | Theory of Probability and Random Processes | | 编辑 | Leonid Koralov,Yakov G. Sinai | | 视频video | | | 概述 | Comprehensive, self-contained exposition of classical probability theory and the theory of random processes.Dwells on a number of modern topics, not addressed in most textbooks.Author Ya. G. Sinai is | | 丛书名称 | Universitext | | 图书封面 |  | | 描述 | .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.. | | 出版日期 | Textbook 2007Latest edition | | 关键词 | Brownian motion; Markov chain; Markov process; Martingale; Probability; Probability theory; Random variabl | | 版次 | 2 | | doi | https://doi.org/10.1007/978-3-540-68829-7 | | isbn_softcover | 978-3-540-25484-3 | | isbn_ebook | 978-3-540-68829-7Series ISSN 0172-5939 Series E-ISSN 2191-6675 | | issn_series | 0172-5939 | | copyright | Springer-Verlag Berlin Heidelberg 2007 |
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发表于 2025-3-21 19:08:06
