Probability theory and stochastic processes (Record no. 72796)
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000 -LEADER | |
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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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