Basic Principles and Applications of Probability Theory (PDF)

Name: Basic Principles and Applications of Probability Theory
Brand: Springer-Verlag GmbH
SKU: 29641583
Price: 98.99 EUR
Availability: OnlineOnly

(Sprache: Englisch)

Autor: Valeriy Skorokhod

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Basic Principles and Applications of Probability Theory, Valeriy Skorokhod

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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.

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Inhaltsverzeichnis zu „Basic Principles and Applications of Probability Theory (PDF)“

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