Theory Of Random Functions

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Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions

Author: Aram Aruti?u?novich Sveshnikov
language: en
Publisher: Courier Corporation
Release Date: 1978-01-01
Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.
Gaussian Random Functions

Author: M.A. Lifshits
language: en
Publisher: Springer Science & Business Media
Release Date: 1995-02-28
It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conceivable nice properties that a distribution may ever have: symmetry, stability, indecomposability, a regular tail behavior, etc. Gaussian measures (the distributions of Gaussian random functions), as infinite-dimensional analogues of tht