000 | 02299cam a2200373Ma 4500 | ||
---|---|---|---|
001 | 00011646 | ||
003 | WSP | ||
007 | cr cnu|||unuuu | ||
008 | 200416s2020 si o 000 0 eng d | ||
040 |
_a WSPC _b eng _c WSPC |
||
020 |
_a9789811213533 _q(ebook) |
||
020 |
_a9811213534 _q(ebook) |
||
020 |
_z9811214468 _q(hbk.) |
||
020 |
_z9789811214462 _q(hbk.) |
||
020 |
_z9789811214462 _q(pbk.) |
||
050 | 0 | 4 |
_aQA274.42 _b.P66 2020 |
072 | 7 |
_aMAT _x029000 _2bisacsh |
|
072 | 7 |
_aMAT _x029040 _2bisacsh |
|
072 | 7 |
_aMAT _x029010 _2bisacsh |
|
082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aPons, Odile. _921248 |
|
245 | 1 | 0 |
_aProbability theory and stochastic processes _h[electronic resource] : _bworked examples / _cby Odile Pons. |
260 |
_aSingapore : _bWorld Scientific, _c[2020] |
||
300 | _a1 online resource (ix, 249 p.) | ||
538 | _aMode of access: World Wide Web. | ||
538 | _aSystem requirements: Adobe Acrobat Reader. | ||
520 | _a"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 | _aProbability 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. | |
650 | 0 |
_aProbabilities. _94604 |
|
650 | 0 |
_aStochastic processes. _93246 |
|
655 | 0 |
_aElectronic books. _93294 |
|
856 | 4 | 0 |
_uhttps://www.worldscientific.com/worldscibooks/10.1142/11646#t=toc _zAccess to full text is restricted to subscribers. |
942 | _cEBK | ||
999 |
_c72796 _d72796 |