Basic Principles and Applications of Probability Theory - Rilegato

 
9783540546863: Basic Principles and Applications of Probability Theory

Sinossi

The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn about the basic concepts of probability and its applications, preparing them for more advanced and specialized works.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

Part I. Probability. Basic Notions, Structure, Methods. Chapter 1: Introduction.- Chapter 2: The Probability Space.- Chapter 3: Independence.- Chapter 4. General Theory of Stochastic Processes and Random Functions.- Chapter 5. Limit Theorems.- Part II. Markov Processes and Probability Applications in Analysis.- Chapter I: Markov Processes.- Chapter 2: Probabilistic Representations of Solutions of Partial Differential Equations.- Chapter 3. Wiener Process and the Solution of Equations Involving the Laplace Operator.- Part III. Practical Probability Applications.- Chapter 1. Statistical Methods.- Chapter 2. Controlled Stochastic Processes.- Chapter 3. Information.- Chapter 4. Filtering

Product Description

Book by Skorokhod Valeriy

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9783642081217: Basic Principles and Applications of Probability Theory

Edizione in evidenza

ISBN 10:  3642081215 ISBN 13:  9783642081217
Casa editrice: Springer, 2010
Brossura