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Basic Principles and Applications of Probability Theory - Y.V. Prokhorov

Basic Principles and Applications of Probability Theory

By: Valeriy Skorokhod, Y.V. Prokhorov (Editor), B. Seckler (Translator)

Hardcover

Published: 1st November 2004
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The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn about the basic concepts of probability and its applications, preparing them for more advanced and specialized works.

Probability. Basic Notions, Structure, Methods
Introduction
The Probability Space
Independence
General Theory of Stochastic Processes and Random Functions
Limit Theorems
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
Practical Probability Applications
Statistical Methods
Controlled Stochastic Processes
Information
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Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9783540546863
ISBN-10: 3540546863
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 282
Published: 1st November 2004
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.5 x 15.5  x 1.27
Weight (kg): 0.52