Skip to content

Opening book details…

Can I read Theory of Probability and Random Processes (Universitext) on EtoBox?

Theory of Probability and Random Processes (Universitext) by Leonid B. Koralov, Yakov G. Sinai is a nonfiction available to read on EtoBox.

What is Theory of Probability and Random Processes (Universitext) about?

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this book It is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory.В The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields. This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.

Who reads Theory of Probability and Random Processes (Universitext)?

It is typically read by self-directed learners exploring a subject in depth.

Common subject areas: history, science, philosophy, social sciences.

Author
Leonid B. Koralov, Yakov G. Sinai
Publisher
Springer-Verlag Berlin Heidelberg
Published
2007
Language
EN
ISBN
9783540688297
Category
nonfiction
Subjects
Mathematics, Stem

Other editions & translations

More by Leonid B. Koralov, Yakov G. Sinai

Browse all works by Leonid B. Koralov, Yakov G. Sinai