Description: Probability Theory, Random Processes and Mathematical Statistics by Y. Rozanov Probability Theory, Theory of Random Processes and Mathematical Statistics are important areas of modern mathematics and its applications. This volume is intended to be a concise textbook for a graduate level course, with carefully selected topics representing the most important areas of modern Probability, Random Processes and Statistics. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description The study of random phenomena encountered in the real world is based on probability theory, mathematical statistics and the theory of random processes. The choice of the most suitable mathematical model is made on the basis of statistical data collected by observations. These models provide numerous tools for the analysis, prediction and, ultimately, control of random phenomena. The first part of the present volume (Chapters 1-3) can serve as a self-contained, elementary introduction to probability, random processes and statistics. It contains a number of relatively simple and typical examples of random phenomena which allow a natural introduction of general structures and methods. Some basic knowledge of elements of real/complex analysis, linear algebra and ordinary differential equations is required. The second part (Chapters 4-6) provides a foundation for stochastic analysis, gives information on basic models of random processes and tools to study them. A certain familiarity with elements of functional analysis is necessary. Important material is presented in the form of examples to keep readers involved.This is a concise textbook for a graduate-level course, with carefully selected topics representing the most important areas of modern probability, random processes and statistics. Table of Contents 1. Introductory Probability Theory.- 1. The Notion of Probability.- 2. Some Probability Models.- 3. Random Variables.- 4. Mathematical Expectation.- 5. Correlation.- 6. Characteristic Functions.- 7. The Central Limit Theorem.- 2. Random Processes.- 1. Random Processes with Discrete State Space.- 2. Random Processes with Continuous States.- 3. An Introduction to Mathematical Statistics.- 1. Some Examples of Statistical Problems and Methods.- 2. Optimality of Statistical Decisions.- 4. Basic Elements of Probability Theory.- 1. General Probability Distributions.- 2. Conditional Probabilities and Expectations.- 3. Conditional Expectations and Martingales.- 5. Elements of Stochastic Analysis and Stochastic Differential Equations.- 1. Stochastic Series.- 2. Stochastic Integrals.- 3. Stochastic Integral Representations.- 4. Stochastic Differential Equations. Promotional Springer Book Archives Long Description Probability Theory, Theory of Random Processes and Mathematical Statistics are important areas of modern mathematics and its applications. They develop rigorous models for a proper treatment for various random phenomena which we encounter in the real world. They provide us with numerous tools for an analysis, prediction and, ultimately, control of random phenomena. Statistics itself helps with choice of a proper mathematical model (e.g., by estimation of unknown parameters) on the basis of statistical data collected by observations. This volume is intended to be a concise textbook for a graduate level course, with carefully selected topics representing the most important areas of modern Probability, Random Processes and Statistics. The first part (Ch. 1-3) can serve as a self-contained, elementary introduction to Probability, Random Processes and Statistics. It contains a number of relatively sim Details ISBN0792337646 Year 1995 ISBN-10 0792337646 ISBN-13 9780792337645 Format Hardcover Place of Publication Dordrecht Translated from Russian Short Title PROBABILITY THEORY RANDOM PROC Language English Media Book Series Number 344 Publication Date 1995-10-31 Pages 259 Edition 1995th DEWEY 519.2 Publisher Springer Imprint Springer Country of Publication Netherlands Illustrations XI, 259 p. Series Mathematics and Its Applications DOI 10.1604/9780792337645;10.1007/978-94-011-0449-4 Author Y. Rozanov Edition Description 1995 ed. Alternative 9789401042017 Audience Postgraduate, Research & Scholarly We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:96274117;
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ISBN-13: 9780792337645
Book Title: Probability Theory, Random Processes and Mathematical Statistics
Number of Pages: 259 Pages
Language: English
Publication Name: Probability Theory, Random Processes and Mathematical Statistics
Publisher: Springer
Publication Year: 1995
Subject: Engineering & Technology, Mathematics
Item Height: 235 mm
Item Weight: 642 g
Type: Textbook
Author: Y. Rozanov
Item Width: 155 mm
Format: Hardcover
