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Cover: 9780471523697 | Stochastic Processes P | Doob | Taschenbuch | Paperback | Englisch
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Stochastic Processes
Taschenbuch von J L Doob
Sprache: Englisch

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Beschreibung
The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book fills that need. While even elementary definitions and theorems are stated in detail, this is not recommended as a first text in probability and there has been no compromise with the mathematics of probability. Since readers complained that omission of certain mathematical detail increased the obscurity of the subject, the text contains various mathematical points that might otherwise seem extraneous. A supplement includes a treatment of the various aspects of measure theory. A chapter on the specialized problem of prediction theory has also been included and references to the literature and historical remarks have been collected in the Appendix.
The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book fills that need. While even elementary definitions and theorems are stated in detail, this is not recommended as a first text in probability and there has been no compromise with the mathematics of probability. Since readers complained that omission of certain mathematical detail increased the obscurity of the subject, the text contains various mathematical points that might otherwise seem extraneous. A supplement includes a treatment of the various aspects of measure theory. A chapter on the specialized problem of prediction theory has also been included and references to the literature and historical remarks have been collected in the Appendix.
Über den Autor

Joseph Leo "Joe" Doob was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob.

Inhaltsverzeichnis
Introduction and Probability Background.

Definition of a Stochastic Process--Principal Classes.

Processes with Mutually Independent Random Variables.

Processes with Mutually Uncorrelated or Orthogonal Random Variables.

Markov Processes--Discrete Parameter.

Markov Processes--Continuous Parameter.

Martingales.

Processes with Independent Increments.

Processes with Orthogonal Increments.

Stationary Processes--Discrete Parameter.

Stationary Processes--Continuous Parameter.

Linear Least Squares Prediction--Stationary (Wide Sense) Processes.

Supplement.

Appendix.

Bibliography.

Index.
Details
Erscheinungsjahr: 1991
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 664
Inhalt: X
654 S.
ISBN-13: 9780471523697
ISBN-10: 0471523690
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Doob, J L
Auflage: Revised edition
Hersteller: Wiley
John Wiley & Sons
Maße: 229 x 152 x 39 mm
Von/Mit: J L Doob
Erscheinungsdatum: 16.01.1991
Gewicht: 1,062 kg
preigu-id: 101197528
Über den Autor

Joseph Leo "Joe" Doob was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob.

Inhaltsverzeichnis
Introduction and Probability Background.

Definition of a Stochastic Process--Principal Classes.

Processes with Mutually Independent Random Variables.

Processes with Mutually Uncorrelated or Orthogonal Random Variables.

Markov Processes--Discrete Parameter.

Markov Processes--Continuous Parameter.

Martingales.

Processes with Independent Increments.

Processes with Orthogonal Increments.

Stationary Processes--Discrete Parameter.

Stationary Processes--Continuous Parameter.

Linear Least Squares Prediction--Stationary (Wide Sense) Processes.

Supplement.

Appendix.

Bibliography.

Index.
Details
Erscheinungsjahr: 1991
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 664
Inhalt: X
654 S.
ISBN-13: 9780471523697
ISBN-10: 0471523690
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Doob, J L
Auflage: Revised edition
Hersteller: Wiley
John Wiley & Sons
Maße: 229 x 152 x 39 mm
Von/Mit: J L Doob
Erscheinungsdatum: 16.01.1991
Gewicht: 1,062 kg
preigu-id: 101197528
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