Probability Theory And Stochastic Processes
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Elementary Probability Theory
Author: K. L. Chung
language: en
Publisher: Springer Science & Business Media
Release Date: 2006-07-14
This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS
An Introduction to Probability and Stochastic Processes
Author: James L. Melsa
language: en
Publisher: Courier Corporation
Release Date: 2013-01-01
Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Theory of Probability and Random Processes
Author: Leonid Koralov
language: en
Publisher: Springer Science & Business Media
Release Date: 2007-08-10
A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.