PROBABILITY AND STOCHASTIC PROCESSES: WORK EXAMPLES - Hardcover

Odile Pons

 
9789811213526: PROBABILITY AND STOCHASTIC PROCESSES: WORK EXAMPLES

Synopsis

The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications.

The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables.

The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.

Readership: Undergraduate students interested in more advanced statistics.

"synopsis" may belong to another edition of this title.

Other Popular Editions of the Same Title

9789811214462: Probability And Stochastic Processes: Work Examples

Featured Edition

ISBN 10:  9811214468 ISBN 13:  9789811214462
Publisher: WSPC, 2020
Softcover