Title: Random Processes with Independent Increments (Mathematics and its Applications, 47)
Publisher: Springer
Publication Date: 1991
Language: English
ISBN 10: 0792303407
ISBN 13: 9780792303404
Binding: Hardcover
Condition: New

About this title

Synopsis

One SCI\'ice mathematics bas rendered the 'Et moi, .... si j'avait su comment en revcnir. je n'y serais point aile: human race. It bas put common sc:nsc back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded n- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non� linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. :; 'One service logic has rendered com� puter science .. :; 'One service category theory has rendered mathematics .. :. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Synopsis

Translated from the original Russian edition (1986, Nauka Publishers, Moscow). The construction of random processes with independent increments is studied, and the local properties of trajectories and the asymptotics of their behavior are investigated. An appraisal is given of the methods employed for determining their main probabilistic characteri

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