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Probability and Stochastic Processes Work Examples
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Probability and Stochastic Processes Work Examples

Odile Pons
$2,112.00

Editorial: WORLD SCIENTIFIC

Edición:

Isbn : 9789811213526

Año: 2020

Páginas: 260

Pasta : Dura

Item #: 1938


Sinopsis
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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