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Book Synopsis
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.

Probability And Stochastic Processes: Work

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    Order before 4pm tomorrow for delivery by Thu 18 Jun 2026.

    A Hardback by Odile Pons

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      View other formats and editions of Probability And Stochastic Processes: Work by Odile Pons

      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: 23/03/2020
      ISBN13: 9789811213526, 978-9811213526
      ISBN10: 9811213526

      Description

      Book Synopsis
      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.

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