Introduction to the Theory of Random Processes (Graduate Studies in Mathematics) - Hardcover
Book 37 of 190: Graduate Studies in Mathematics
Synopsis
This concise textbook begins with generalities related to probability theory, measure theory, and the general idea of random process, and then proceeds through more advanced topics, including the Wiender process, Martingales, stationary processes, infinitely divisible processes, and It( stochastic integrals. For the most part, the chapters are independent of one another and can be read in any order. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)
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American Mathematical Society, 2002
ISBN 10: 0821829858
ISBN 13: 9780821829851
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Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)
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ISBN 10: 0821829858
ISBN 13: 9780821829851
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Introduction to the Theory of Random Processes (Graduate Studies in Mathematics, Volume 43).
Published by
American Mathematical Society., 2002
ISBN 10: 0821829858
ISBN 13: 9780821829851
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