Valeriy Skorokhod

Basic Principles and Applications of Probability Theory (eBook, PDF)

Redaktion: Prokhorov, Y. V. / Übersetzer: Seckler, B.

• Format: PDF

Produktbeschreibung

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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Produktdetails

• Verlag: Springer Berlin Heidelberg
• Originaltitel: Teoriya Veroyatnostej 1. Published in the series: Itogi Nauki i Tekhniki, Sovremennye Problemy Matematiki, Fundamentalnye Napravleniya, Tom 43
• Seitenzahl: 282
• Erscheinungstermin: 5. Dezember 2005
• Englisch
• ISBN-13: 9783540263128
• Artikelnr.: 37367232

Autorenporträt

A.V. Skorokhod, Ukrainian Academy of Sciences, Kiev, Ukraina

Inhaltsangabe

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.