Probability Theory, Random Processes and Mathematical Statistics: 344 (Mathematics and Its Applications, 344) - Hardcover

Rozanov, Y.

Hardcover

ISBN 10: 0792337646 ISBN 13: 9780792337645

Publisher: Springer, 1995

Synopsis

Probability Theory, Theory of Random Processes and Mathematical Statistics are important areas of modern mathematics and its applications. They develop rigorous models for a proper treatment for various 'random' phenomena which we encounter in the real world. They provide us with numerous tools for an analysis, prediction and, ultimately, control of random phenomena. Statistics itself helps with choice of a proper mathematical model (e.g., by estimation of unknown parameters) on the basis of statistical data collected by observations. This volume is intended to be a concise textbook for a graduate level course, with carefully selected topics representing the most important areas of modern Probability, Random Processes and Statistics. The first part (Ch. 1-3) can serve as a self-contained, elementary introduction to Probability, Random Processes and Statistics. It contains a number of relatively sim­ ple and typical examples of random phenomena which allow a natural introduction of general structures and methods. Only knowledge of elements of real/complex analysis, linear algebra and ordinary differential equations is required here. The second part (Ch. 4-6) provides a foundation of Stochastic Analysis, gives information on basic models of random processes and tools to study them. Here a familiarity with elements of functional analysis is necessary. Our intention to make this course fast-moving made it necessary to present important material in a form of examples.

About this title

Synopsis

The study of random phenomena encountered in the real world is based on probability theory, mathematical statistics and the theory of random processes. The choice of the most suitable mathematical model is made on the basis of statistical data collected by observations. These models provide numerous tools for the analysis, prediction and, ultimately, control of random phenomena. The first part of the present volume (Chapters 1-3) can serve as a self-contained, elementary introduction to probability, random processes and statistics. It contains a number of relatively simple and typical examples of random phenomena which allow a natural introduction of general structures and methods. Some basic knowledge of elements of real/complex analysis, linear algebra and ordinary differential equations is required. The second part (Chapters 4-6) provides a foundation for stochastic analysis, gives information on basic models of random processes and tools to study them. A certain familiarity with elements of functional analysis is necessary. Important material is presented in the form of examples to keep readers involved.

This is a concise textbook for a graduate-level course, with carefully selected topics representing the most important areas of modern probability, random processes and statistics.

Edition details

• Publisher: Springer
• Publication date: 1995
• Language: English
• ISBN 10: 0792337646
• ISBN 13: 9780792337645
• Binding: Hardcover
• Number of pages: 270