Author : Iosif Il?ich Gikhman,Anatoli? Vladimirovich Skorokhod
Publisher : Courier Corporation
Page : 537 pages
File Size : 44,8 Mb
Release : 1996-01-01
Category : Mathematics
ISBN : 9780486693873
Introduction to the Theory of Random Processes by Iosif Il?ich Gikhman,Anatoli? Vladimirovich Skorokhod Pdf
Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.