Probability And Stochastic Processes: Work Examples
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A01=Odile Pons
Author_Odile Pons
Category=PBT
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eq_isMigrated=2
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Fourier Transform
Gaussian Process
Jump Process
Laplace Transform
Martingale
Probability
Weak Convergence
Product details
- ISBN 9789811214462
- Publication Date: 23 Mar 2020
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Paperback
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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.
