Pons, Odile.  <br/><br/>
Probability theory and stochastic processes  worked examples /  [electronic resource] : 
by Odile Pons. 
 - Singapore :  World Scientific,  [2020] 
 - 1 online resource (ix, 249 p.) 
<br/><br/>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. 
<br/><br/> "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. 
<br/><br/><br/>Mode of access: World Wide Web. <br/>System requirements: Adobe Acrobat Reader. 
<br/><br/><label>ISBN: </label>9789811213533 9811213534 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Probabilities.<br/>Stochastic processes.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>QA274.42  / .P66 2020 
<br/><br/><label>Dewey Class. No.: </label>519.2