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...
Κύριος συγγραφέας: | |
---|---|
Συγγραφή απο Οργανισμό/Αρχή: | |
Άλλοι συγγραφείς: | |
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.