Basic stochastic processes: a course through exercises
Auteur :
Brzezniak, Zdzislaw / Zastawniak, Tomasz
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783540761754
Date de publication :
16 oct. 1998
Dimensions :
23,5 x 17,8 cm
Langue :
Anglais
Pays d'origine :
Allemagne
This book has been designed for a final year undergraduate course in stochastic processes. The main prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers.