Probability Theory, Random Processes and Mathematical Statistics
Author: I︠U︡riĭ Anatolʹevich Rozanov
Publisher: Springer
Published: 1995-10-31
Total Pages: 280
ISBN-13:
DOWNLOAD EBOOKThe second part (Chapters 4-6) provides a foundation of stochastic analysis, gives information on basic models of random processes and tools to study them. Here a certain familiarity with elements of functional analysis is necessary. Important material is presented in the form of examples to keep readers involved. Audience: 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.