Probability And Stochastic Processes: Work Examples

Released on by Odile Pons
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  • Probability And Stochastic Processes: Work Examples Book Detail

  • Author : Odile Pons
  • Release Date : 2020-03-13
  • Publisher : World Scientific
  • Genre : Mathematics
  • Pages : 260
  • ISBN 13 : 9811213542
  • File Size : 78,78 MB
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Probability And Stochastic Processes: Work Examples by Odile Pons PDF Summary

Book Description: 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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