| Probability and Stochastic Processes: Work Examples Contributor(s): Odile Marie-Therese Pons (Author) |
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ISBN: 9811213526 ISBN-13: 9789811213526 Publisher: World Scientific Publishing Company OUR PRICE: $83.60 Product Type: Hardcover - Other Formats Published: March 2020 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes - Mathematics | Probability & Statistics - Bayesian Analysis |
| Physical Information: 0.63" H x 6" W x 9" (1.14 lbs) 260 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications. The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables. The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes. |