Probability theory and stochastic processes (Record no. 72796)

000 -LEADER
fixed length control field 02299cam a2200373Ma 4500
001 - CONTROL NUMBER
control field 00011646
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 200416s2020 si o 000 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9789811213533
-- (ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9811213534
-- (ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
-- (hbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
-- (hbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
-- (pbk.)
082 04 - CLASSIFICATION NUMBER
Call Number 519.2
100 1# - AUTHOR NAME
Author Pons, Odile.
245 10 - TITLE STATEMENT
Title Probability theory and stochastic processes
Sub Title worked examples /
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Singapore :
Publisher World Scientific,
Year of publication [2020]
300 ## - PHYSICAL DESCRIPTION
Number of Pages 1 online resource (ix, 249 p.)
520 ## - SUMMARY, ETC.
Summary, etc "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"--Publisher's website.
505 0# - FORMATTED CONTENTS NOTE
Remark 2 Probability measures and spaces -- Probability distributions -- Generating function and discrete distributions -- Laplace transform and characteristic function -- Continuous distributions -- Empirical processes and weak convergence -- Discrete martingales and stopping times -- Time-continuous martingales -- Jump processes -- Continuous processes.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://www.worldscientific.com/worldscibooks/10.1142/11646#t=toc
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type eBooks
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Probabilities.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Stochastic processes.

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