rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Theory of Probability and Random Processes
  name:
    name part: Koralov, Leonid.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Sinai, Yakov G.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2007
    edition: Second.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XI, 358 p. online resource.
  abstract: 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 It is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields. 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.
  table of 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.
  note: by Leonid Koralov, Yakov G. Sinai.
  subject:
    topic: Mathematics
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Universitext
  identifier: 9783540688297
  identifier: http://dx.doi.org/10.1007/978-3-540-68829-7
  record info:
    record creation date: 100301
    record change date: 20151103141017.0
    record identifier: 978-3-540-68829-7