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Probability and Stochastic Processes: Work Examples
Paperback
ISBN13: 9789811214462
Publisher: World Scientific Publishing Company
Published: Mar 26 2020
Pages: 260
Weight: 0.78
Height: 0.55 Width: 6.00 Depth: 9.00
Language: English
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.
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