Basic Principles and Applications of Probability Theory

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...

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Κύριος συγγραφέας: Skorokhod, A.V (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Prokhorov, Yu.V (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 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.