Title
Introduction to the Theory of Random Processes (Dover Books on Mathematics),New
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Although there are many books available on the theory of random processes, there are few books featuring rigorous exposition that are suitable for elementary instruction. This is such a book.Designed for students who have had a general course in probability theory, it covers general topics in the theory of random processes (including measure theory and axiomatization of probability theory) as well as more specialized questions: processes with independent increments, Markov processes and limit theorems for random processes.A significant feature of the book is a unique and beautiful treatment of processes with independent increments, which assumes no prior knowledge of the theory of infinitely divisible laws. A wealth of results, ideas and techniques distinguish this text, one of the first to survey in a rigorous way the more modern results in the theory of stochastic processes and to link them to earlier developments in the subject. Preface to the English Translation. Introduction. Bibliographic Notes. Bibliography. Index of Symbols. Index.
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This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Frequently Asked Questions
- Q: What is the main focus of 'Introduction to the Theory of Random Processes'? A: The book primarily focuses on the theory of random processes, providing a rigorous exposition suitable for elementary instruction, especially for students who have completed a general course in probability theory.
- Q: Who is the author of this book? A: The author of 'Introduction to the Theory of Random Processes' is Iosif I. Gikhman.
- Q: What topics are covered in this book? A: The book covers general topics such as measure theory and axiomatization of probability, as well as specialized subjects like processes with independent increments, Markov processes, and limit theorems for random processes.
- Q: Is prior knowledge of advanced theories required to understand this book? A: No, the book provides a unique treatment of processes with independent increments that assumes no prior knowledge of infinitely divisible laws.
- Q: What is the format of this book? A: The book is available in paperback format and consists of 544 pages.
- Q: When was 'Introduction to the Theory of Random Processes' published? A: The book was published on December 19, 1996.
- Q: What makes this book stand out among other texts on random processes? A: This book is distinguished by its rigorous survey of modern results in stochastic processes and its connection to earlier developments in the field.
- Q: Does the book include practical examples or exercises? A: While the book emphasizes theoretical foundations, it also includes a wealth of results, ideas, and techniques that can be applied in practice.
- Q: What additional resources does the book provide? A: The book includes a preface to the English translation, bibliographic notes, a bibliography, an index of symbols, and an index.
- Q: Is this book suitable for self-study? A: Yes, it is designed for students and can be a valuable resource for self-study in understanding random processes.