Theory of Probability and Random Processes

Theory of Probability and Random Processes
Author :
Publisher : Springer Science & Business Media
Total Pages : 346
Release :
ISBN-10 : 9783540688297
ISBN-13 : 3540688293
Rating : 4/5 (293 Downloads)

Book Synopsis Theory of Probability and Random Processes by : Leonid Koralov

Download or read book Theory of Probability and Random Processes written by Leonid Koralov and published by Springer Science & Business Media. This book was released on 2007-08-10 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes 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.


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