𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stochastic processes

✍ Scribed by J. L. Doob

Book ID
127426401
Publisher
Wiley-Interscience
Year
1990
Tongue
English
Weight
5 MB
Series
Wiley Classics Library
Category
Library
ISBN
0471523690

No coin nor oath required. For personal study only.

✦ Synopsis

The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book fills that need. While even elementary definitions and theorems are stated in detail, this is not recommended as a first text in probability and there has been no compromise with the mathematics of probability. Since readers complained that omission of certain mathematical detail increased the obscurity of the subject, the text contains various mathematical points that might otherwise seem extraneous. A supplement includes a treatment of the various aspects of measure theory. A chapter on the specialized problem of prediction theory has also been included and references to the literature and historical remarks have been collected in the Appendix.

✦ Subjects

Теория случайных процессов

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