Title: Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)
Publisher: Amer Mathematical Society
Publication Date: 2002
Language: English
ISBN 10: 0821829858
ISBN 13: 9780821829851
Binding: Hardcover
Condition: New

About this title

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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