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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