Description

Book Synopsis
A systematic account of the development of stochastic processes over the last 20 years. A supplement contained within the text includes a treatment of the various aspects of measure theory. There is also a chapter on the specialized problem of prediction theory.

Table of Contents
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.

Stochastic Processes

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    A Paperback / softback by J. L. Doob

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      Publisher: John Wiley & Sons Inc
      Publication Date: 21/03/1990
      ISBN13: 9780471523697, 978-0471523697
      ISBN10: 0471523690
      Also in:
      Mathematics

      Description

      Book Synopsis
      A systematic account of the development of stochastic processes over the last 20 years. A supplement contained within the text includes a treatment of the various aspects of measure theory. There is also a chapter on the specialized problem of prediction theory.

      Table of Contents
      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.

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