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Probability and Stochastic Processes: Work Examples by Odile Pons

Probability and Stochastic Processes: Work Examples

by Odile Pons
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Book cover type: Hardcover
  • ISBN13: 9789811213526
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 260
  • Original Price: USD 88.0
  • Language: English
  • Edition: N/A
  • Item Weight: 518 grams
  • BISAC Subject(s): Probability & Statistics / Stochastic Processes

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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