Theory of probability and random processes

＜図書＞
Theory of probability and random processes

責任表示	Leonid B. Koralov, Yakov G. Sinai
シリーズ	Universitext
データ種別	図書
版	2nd ed
出版情報	Berlin : Springer , c2007
本文言語	英語
大きさ	xi, 353 p. ; 24 cm
概要	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 str...ctured 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. Book jacket.続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6977913

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		理系図3F 数理独自	KORA/10/1	2007		023212007003965		予約・取寄			予約・取寄