Logo

Probability, Random Processes, and Ergodic Properties

Large book cover: Probability, Random Processes, and Ergodic Properties

Probability, Random Processes, and Ergodic Properties
by

Publisher: Springer
ISBN/ASIN: 1441910891
Number of pages: 217

Description:
This book is a self-contained treatment of the theory of probability, random processes. It is intended to lay solid theoretical foundations for advanced probability, that is, for measure and integration theory, and to develop in depth the long term time average behavior of measurements made on random processes with general output alphabets.

Home page url

Download or read it online for free here:
Download link
(1.3MB, PDF)

Similar books

Book cover: Introduction to Stochastic AnalysisIntroduction to Stochastic Analysis
by - Universitaet Bielefeld
From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.
(10287 views)
Book cover: Probability, Geometry and Integrable SystemsProbability, Geometry and Integrable Systems
by - Cambridge University Press
The three main themes of this book are probability theory, differential geometry, and the theory of integrable systems. The papers included here demonstrate a wide variety of techniques that have been developed to solve various mathematical problems.
(15631 views)
Book cover: Lectures on Integrable ProbabilityLectures on Integrable Probability
by - arXiv
Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.
(7932 views)
Book cover: Mathematical Foundations of Probability TheoryMathematical Foundations of Probability Theory
by - arXiv.org
The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and offers a basis towards Statistics Theory.
(5982 views)