Probability And Stochastic Processes: Work Examples (Hardcover)

The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications.The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables.The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.

General

Imprint:	World Scientific Publishing Co Pte Ltd
Country of origin:	Singapore
Release date:	March 2020
First published:	2020
Authors:	Odile Pons
Format:	Hardcover
Pages:	260
ISBN-13:	978-981-12-1352-6
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	981-12-1352-6
Barcode:	9789811213526

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