Stochastic Processes P - Couverture souple

L. Doob, J.

 
9780471523697: Stochastic Processes P
Couverture souple
ISBN 10 : 0471523690 ISBN 13 : 9780471523697
Editeur : WILEY, 1990

Synopsis

The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book fills that need. While even elementary definitions and theorems are stated in detail, this is not recommended as a first text in probability and there has been no compromise with the mathematics of probability. Since readers complained that omission of certain mathematical detail increased the obscurity of the subject, the text contains various mathematical points that might otherwise seem extraneous. A supplement includes a treatment of the various aspects of measure theory. A chapter on the specialized problem of prediction theory has also been included and references to the literature and historical remarks have been collected in the Appendix.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Joseph Leo "Joe" Doob was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
WILEY
Date d'édition
1990
Langue
anglais
ISBN 10 
0471523690
ISBN 13 
9780471523697
Reliure
Broché
Nombre de pages
664
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9780471218135: Stochastic Processes

Edition présentée

ISBN 10 :  0471218138 ISBN 13 :  9780471218135
Editeur : John Wiley & Sons Inc, 1953
Couverture rigide