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PROBABILITY AND STOCHASTIC PROCESSES

PROBABILITY AND STOCHASTIC PROCESSES

Probability and Stochastic Processes

ODILE MARIE-THERESE PONS / Odile Pons / PONS ODILE MARIE-THERESE

57,62 €
IVA incluido
Disponible
Editorial:
World Scientific Publishing Co Pte Ltd
Año de edición:
2020
Materia
Probabilidad y estadística
ISBN:
9789811214462
57,62 €
IVA incluido
Disponible

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Sobre IBD

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.

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Otros libros del autor

  • PROBABILITY AND STOCHASTIC PROCESSES
    ODILE MARIE-THERESE PONS / Odile Pons / PONS ODILE MARIE-THERESE
    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 ...