Basic principles and applications of probability theory

著者

• Skorokhod, A. V. (Anatoliĭ Vladimirovich)
• Prokhorov, I︠U︡. V. (I︠U︡riĭ Vasilʹevich)
• Seckler, Bernard D.

書誌事項

Basic principles and applications of probability theory

A.V. Skorokhod ; edited by Yu.V. Prokhorov ; translated by B.D. Seckler

Springer, 2005

• hbk

内容説明・目次

内容説明

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.

目次

Part I. Probability. Basic Notions, Structure, Methods. Chapter 1: Introduction.- Chapter 2: The Probability Space.- Chapter 3: Independence.- Chapter 4. General Theory of Stochastic Processes and Random Functions.- Chapter 5. Limit Theorems.- Part II. Markov Processes and Probability Applications in Analysis.- Chapter I: Markov Processes.- Chapter 2: Probabilistic Representations of Solutions of Partial Differential Equations.- Chapter 3. Wiener Process and the Solution of Equations Involving the Laplace Operator.- Part III. Practical Probability Applications.- Chapter 1. Statistical Methods.- Chapter 2. Controlled Stochastic Processes.- Chapter 3. Information.- Chapter 4. Filtering

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詳細情報

• NII書誌ID(NCID): BA69341137
• ISBN:
  • 3540546863
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 原本言語コード: rus
• 出版地: Berlin
• ページ数/冊数: 282 p.
• 大きさ: 24 cm
• 分類:
  • DC22 : 519.2
• 件名:
  • LCSH : Probabilities