• Sign In
  • Help
  • My Basket0
Introduction to Random Processes - Springer Series in Soviet Mathematics (Paperback)
  • Introduction to Random Processes - Springer Series in Soviet Mathematics (Paperback)
zoom

Introduction to Random Processes - Springer Series in Soviet Mathematics (Paperback)

(author), (translator)
£85.50
Paperback 117 Pages / Published: 06/12/2011
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket

Check Marketplace availability

Today, the theory of random processes represents a large field of mathematics with many different branches, and the task of choosing topics for a brief introduction to this theory is far from being simple. This introduction to the theory of random processes uses mathematical models that are simple, but have some importance for applications. We consider different processes, whose development in time depends on some random factors. The fundamental problem can be briefly circumscribed in the following way: given some relatively simple characteristics of a process, compute the probability of another event which may be very complicated; or estimate a random variable which is related to the behaviour of the process. The models that we consider are chosen in such a way that it is possible to discuss the different methods of the theory of random processes by referring to these models. The book starts with a treatment of homogeneous Markov processes with a countable number of states. The main topic is the ergodic theorem, the method of Kolmogorov's differential equations (Secs. 1-4) and the Brownian motion process, the connecting link being the transition from Kolmogorov's differential-difference equations for random walk to a limit diffusion equation (Sec. 5).

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783642727191
Number of pages: 117
Weight: 212 g
Dimensions: 235 x 155 x 7 mm
Edition: Softcover reprint of the original 1st ed. 198

You may also be interested in...

How to Use Statistics
Added to basket
Probability for Dummies
Added to basket
Schaum's Outline of Statistics
Added to basket
Psychology Statistics For Dummies
Added to basket
Statistics Essentials for Dummies
Added to basket
Advanced Maths for AQA: Statistics S1
Added to basket
Probability
Added to basket
£24.99
Paperback
An Introduction to Statistical Learning
Added to basket
Probability: A Very Short Introduction
Added to basket
Bayesian Statistics - an Introduction 4E
Added to basket
Naked Statistics
Added to basket
£13.99
Paperback
The Signal and the Noise
Added to basket
£10.99   £8.99
Paperback

Reviews

Please sign in to write a review

Your review has been submitted successfully.