Theory of Probability and Random Processes 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Koralov, Leonid/ Sinai, Yakov G. 作者

Springer Verlag

译者

2012-9 出版日期

369 页数

$ 56.44 价格

Pap

丛书系列

9783540254843 图书编码

Theory of Probability and Random Processes 在线电子书图书标签: Probability 数学 Random 经典教材概率论7 概率论小径分岔的花园 of

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Theory of Probability and Random Processes 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Theory of Probability and Random Processes 在线电子书著者简介

Theory of Probability and Random Processes 在线电子书图书目录

Theory of Probability and Random Processes 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Theory of Probability and Random Processes 在线电子书图书描述

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 provides a comprehensive, self-contained exposition of classical probability theory and the theory of random processes, and dwells a number of modern topics not addressed in most text-books.

The book offers a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It 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. Its author, Ya. G. Sinai, is one of the world's leading probabilists and mathematical physicists. He has been a professor at Princeton University since 1993 and was awarded the Wolf Prize in Mathemat

Theory of Probability and Random Processes 在线电子书下载 mobi epub pdf txt 在线电子书下载

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