Probability Theory, Random Processes, Random Fields (Universitext) （2ND）

Koralov, Leonid B./ Sinai, Yakov G.

Springer（2007発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 400 p.
• 言語 ENG
• 商品コード 9783540254843

基本説明

Comprehensive, self-contained exposition of classical probability theory and the theory of random processes. Contents - Spaces of Elementary Outcomes. Random Variables and their Distributions.- Sequences of Independent Trials. Lebesgue Integral and Mathematical Expectation. Conditional Probabilities and Independence.- Markov Chains.- and more.

Full Description

The book consists of two parts. The first part concerns the classical probability theory. It contains a detailed analysis of Markov chains, Limit theorems, their relation to Renormalization Group theory. It also describes several applications of probability theory, which are not discussed in most other text-books. The second part includes the theory of stationary random processes, martingales, stochastic integrals and stochastic differential equations. One section is devoted to the theory of Gibbs random fields. The book contains essential material for an undergraduate or a graduate course in Probability theory and the theory of Random Processes. It may also serve as a reference for scientists who use modern probability theory in their research.