Basic Principles and Applications of Probability Theory

• Main Author: Skorokhod, A.V (Author)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Prokhorov, Yu.V (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

Probability theory arose originally in connection with games of chance and then for a long time it was used primarily to investigate the credibility of testimony of witnesses in the “ethical” sciences. Nevertheless, probability has become a very powerful mathematical tool in understanding those aspe...

Table of Contents:

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