Logo

Almost None of the Theory of Stochastic Processes

Small book cover: Almost None of the Theory of Stochastic Processes

Almost None of the Theory of Stochastic Processes
by

Publisher: Carnegie Mellon University
Number of pages: 347

Description:
This is intended to be a second course in stochastic processes. It is assumed that you have had a first course on stochastic processes, using elementary probability theory. You will be re-studying stochastic processes within the framework of measure-theoretic probability.

Home page url

Download or read it online for free here:
Download link
(3.8MB, PDF)

Similar books

Book cover: Mathematical Foundations of Probability TheoryMathematical Foundations of Probability Theory
by - arXiv.org
The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and offers a basis towards Statistics Theory.
(2226 views)
Book cover: Probability Theory and Stochastic Processes with ApplicationsProbability Theory and Stochastic Processes with Applications
by - Overseas Press
This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, and more.
(7919 views)
Book cover: A History Of The Mathematical Theory Of ProbabilityA History Of The Mathematical Theory Of Probability
by - Kessinger Publishing, LLC
History of the probability theory from the time of Pascal to that of Laplace (1865). Todhunter gave a close account of the difficulties involved and the solutions offered by each investigator. His studies were thorough and fully documented.
(14935 views)
Book cover: Applied ProbabilityApplied Probability
by - Connexions
This textbook covers most aspects of advanced and applied probability. The book utilizes a number of user defined m-programs, in combination with built in MATLAB functions, for solving a variety of probabilistic problems.
(8480 views)