๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Stochastic processes

โœ Scribed by J. L. Doob

Book ID
127434371
Publisher
Wiley-Interscience
Year
1990
Tongue
English
Weight
8 MB
Series
Wiley Classics Library
Edition
classics library
Category
Library
ISBN
0471523690

No coin nor oath required. For personal study only.

โœฆ 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.

๐Ÿ“œ SIMILAR VOLUMES

Stochastic Processes
Stochastic Processes
โœ MORAN, P. A. ๐Ÿ“‚ Article ๐Ÿ“… 1950 ๐Ÿ› Nature Publishing Group ๐ŸŒ English โš– 129 KB
Stochastic Processes
Stochastic Processes
โœ Emanuel Parzen ๐Ÿ“‚ Library ๐Ÿ“… 1962 ๐Ÿ› Holden Day ๐ŸŒ English โš– 2 MB

This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating

Stochastic processes
Stochastic processes
โœ J. L. Doob ๐Ÿ“‚ Library ๐Ÿ“… 1990 ๐Ÿ› Wiley-Interscience ๐ŸŒ English โš– 5 MB

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 deta

Stochastic processes
Stochastic processes
โœ Bochner S. ๐Ÿ“‚ Library ๐Ÿ“… 1947 ๐ŸŒ English โš– 882 KB

This is text of paper from "The Annals of Mathematics", 2nd Ser., Vol. 48, No. 4 (Oct., 1947), 1014-1061.

Stochastic Processes
Stochastic Processes
โœ Ross S. ๐Ÿ“‚ Library ๐Ÿ“… 1995 ๐ŸŒ English โš– 7 MB

A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and insight in thinking about problems. This revised edition contains additional material on compound Poisson random variables including an ident

Stochastic processes
Stochastic processes
โœ Emanuel Parzen ๐Ÿ“‚ Library ๐Ÿ“… 1999 ๐Ÿ› Society for Industrial and Applied Mathematics ๐ŸŒ English โš– 4 MB

This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating