Introduction to the Theory of Random Processes (repost)

ISBN: 0486693872

Category: Technical

Tag: Science/Engineering


Posted on 2011-10-21. By anonymous.

Description


Iosif I. Gikhman, "Introduction to the Theory of Random Processes"
D.ver P..cations | 1996 | ISBN: 0486693872 | 544 pages | PDF | 7,9 MB

Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.

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