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Title Theory of probability and random processes / Leonid B. Koralov, Yakov G. Sinai.
Imprint Berlin ; New York : Springer, ©2007.


 Internet  Electronic Book    AVAILABLE
Edition 2nd ed.
Description 1 online resource (xi, 353 pages) : illustrations
Series Universitext
Note Includes index.
Available only to authorized UTEP users.
Print version record.
Subject Probabilities.
Stochastic processes.
Probability Theory.
Contents Probability Theory -- Random Variables and Their Distributions -- Sequences of Independent Trials -- Lebesgue Integral and Mathematical Expectation -- Conditional Probabilities and Independence -- Markov Chains with a Finite Number of States -- Random Walks on the Lattice?d -- Laws of Large Numbers -- Weak Convergence of Measures -- Characteristic Functions -- Limit Theorems -- Several Interesting Problems -- Random Processes -- Basic Concepts -- Conditional Expectations and Martingales -- Markov Processes with a Finite State Space -- Wide-Sense Stationary Random Processes -- Strictly Stationary Random Processes -- Generalized Random Processes -- Brownian Motion -- Markov Processes and Markov Families -- Stochastic Integral and the Ito Formula -- Stochastic Differential Equations -- Gibbs Random Fields.
Summary "A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this book. This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research."--Jacket
Other Author Sinaĭ, I︠A︡. G. (I︠A︡kov Grigorʹevich), 1935-
Other Title Print version: Koralov, Leonid B. Theory of probability and random processes. 2nd ed. Berlin ; New York : Springer, ©2007 9783540254843 3540254846