Leonid Koralov

(Author)

Theory of Probability and Random ProcessesPaperback, 28 August 2007

Theory of Probability and Random Processes
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Part of Series
Universitext
Print Length
358 pages
Language
English
Publisher
Springer
Date Published
28 Aug 2007
ISBN-10
3540254846
ISBN-13
9783540254843

Description

The core of this book is a one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students. The book provides a comprehensive, self-contained exposition of classical probability theory and the theory of random processes, and dwells on a number of modern topics not addressed in most textbooks. There is 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. One section is devoted to the theory of Gibbs random fields. The 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.

Product Details

Authors:
Leonid KoralovYakov G Sinai
Book Format:
Paperback
Country of Origin:
NL
Date Published:
28 August 2007
Dimensions:
23.11 x 15.49 x 2.29 cm
ISBN-10:
3540254846
ISBN-13:
9783540254843
Language:
English
Location:
Berlin, Heidelberg
Pages:
358
Publisher:
Weight:
521.63 gm

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