Probability And Stochastic Processes

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By: Odile Pons

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Hardcover | 16 March 2020

At a Glance

Hardcover
260 Pages

Dimensions(cm)
22.86 x 15.24 x 1.6

Hardcover

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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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