Introduction to the Theory of Random Processes (Dover Books on Mathematics) - Softcover

Gikhman, I.I.; Skorokhod, A.V.

 
9780486693873: Introduction to the Theory of Random Processes (Dover Books on Mathematics)

Synopsis

Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.

"synopsis" may belong to another edition of this title.

Synopsis

Rigorous exposition suitable for elementary instruction. Measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas and techniques distinguish this text. Introduction. Biblio

"About this title" may belong to another edition of this title.